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MVE172 Basic Stochastic Processes and Financial Applications

The first written exam on the course in its present new format (with a financial application part that is examined separately by means of projects) was January 2018. However, old exams on the course MSG800/MVE170 Basic Stochastic Processes with tasks from latter part of Chapter 6 in Hsu's book and on continuous time Markov chains omitted are completely representative of new MVE171-exams.

Link to Old exams on MSG800/MVE170 Basic Stochastic Processes.

Old exams

Note that more of Chapter 6 was included in the course Fall 2017 and has been replaced with Chapter 9 starting Fall 2018.

January 2018 pdf-file ps-file.

April 2018 pdf-file ps-file.

August 2018 pdf-file ps-file.

December 2018 pdf-file ps-file.

April 2019 pdf-file ps-file.

August 2019 pdf-file ps-file.

December 2019 pdf-file ps-file.

April 2020 Home exam pdf-file ps-file (due to Covid-19).

August 2020 No exam given because no students registered for exam.

December 2020 Home exam pdf-file ps-file (due to Covid-19).

April 2021 Home exam pdf-file ps-file (due to Covid-19).

August 2021 Home exam pdf-file (due to Covid-19).


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