Exercises
Below you will find a preliminary plan for what will be done during the exercises. It will be updated as time passes.
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| Exercise number |
Solved during class |
Recommended to solve at home |
| 1 |
Exam 051021:1a, 4.10, 4.13, 4.21 4.22, Conditional dependence |
4.1, 4.6, 4.8, 4.14, 4.16 |
| 2 |
7.4, 7.7, 7.9, Exam 051021:4 (discrete version), 9.2 9.3 |
7.3, 7.8, 7.10, 7.13, 7.14 |
| 3 |
7.20, 7.21, 12.1, 12.2, exam 010112 ex 3, exam 041021 ex 2 |
7.15, 7.16, 7.22, 11.2, 12.3 |
| 4 |
A1, A6, 16.1 exam 060116 ex 3b, A11 |
A7, A9 |
| 5 |
15.3, 5.12 and 5.13 (from "Arbitrage theory in continuous time" by Tomas Björk), hw2 2014 ex 3 |
15.4, 15.5, 15.6 |
| 6 |
Exam 120608 ex 4, exam 051021 ex 4, exam 021018 ex 2, 17.3 |
18.1, 18.2, 18.3 |
Exercises beginning with an A are from Additional exercises,
To Mathematical Statistics
To Mathematical Statistics Courses
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