KTH Mathematics


Mathematical Statistics

Plan and information about the course 2012.

  • Preliminary plan.
  • March 30: I talked about and handed out material on no-arbitrage pricing (two sheets).
  • April 13: We are a bit ahead of the preliminary schedule and will look at: Yield and duration.
  • April 18: Presentation seminar 1.
  • April 25: Conditional expectations and martingales.

To Mathematical Statistics
To Mathematical Statistics Courses
Published by: Filip Lindskog
Updated: 15/01-2008