KTH Mathematics |

SF2970 Martingales and Stochastic
Integrals
General course information
- Short course description
- Schedule spring 2017
- Plan for the course in 2017
- Reading suggestions
- Find out what was done at the exercise sessions.
- Homework: Homework 1, Homework 2.
If you have received 35 or more points on Homework 1, you do not have to do part (a) of Exercise 1 on the exam March 16 (or the re-exam June 9). If you have received 35 or more points on Homework 2, you do not have to do part (b) of Exercise 1 on the exam March 16 (or the re-exam June 9). The corrected homeworks can be picked up at the SCI student affairs office. - Exercises from repetition sessions.
- Solutions to some exercises in the lecture notes.
- Additional exercises with solutions.
- Old exams with solutions.
- Teachers: Kevin Schnelli (course responsible) and Martina Favero.
- Examiner: Kevin Schnelli.
Re-examination
Grade statistics (without Ph.D. students) of the re-exam of June 9, 2017: Number of participants 10. Maximal number of points 50, best result: 50points.
Examination
Grade statistics (without Ph.D. students) of the exam of March 16, 2017: Number of participants 42. Maximal number of points 50, best result: 49points.
Administrative matters
All questions concerning registration for the course, registration for the exams and other administrative matters should be addressed to the student affairs office.The homepage for the student affairs office can be reached via the following links:
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Published by: Kevin Schnelli Updated: 12/06-2017 |