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TMS165/MSA350 Stochastic Calculus Part I, 2010, Hand-ins and Exercises

Krzysztof Bartoszek is responsible for the hand-ins and exercises.


There are the following six hand-ins on the course:

Hand-In No 1 (Chapter 1-2, due September 24) ps-file, pdf-file.
Hand-In No 2 (Chapter 3, due October 1) ps-file, pdf-file.
Hand-In No 3 (Chapter 4, due October 8) ps-file, pdf-file.
Hand-In No 4 (Chapter 5, due October 15) ps-file, pdf-file.
Hand-In No 5 (Chapters 6 and 10, due October 22) ps-file, pdf-file.
Hand-In No 6 (Numerical methods, due October 29) ps-file, pdf-file.

Deadline: All hand-ins must be handed in by October 29 17:00! Students who fail to do so, we cannot promise when their grades will be available for registration in the Ladok-system.

Electronically submitted hand-ins (by email to Krzysztof) are recomended. Non-electronical submissions must be in duplicate.

Students are recomended to work with the hand-ins in pairs. The hand-ins may be handed in during classes or to Krzysztof in room MVL:3098 (there are boxes for hand-ins outside Krzysztof's door, should he not be in). Solutions should be well motivated, clear and easy to read. Especially should simulations be explained carefully. The grades for the course will be based on the quality of the hand-ins. But note that also a written exam is mandatory to pass the course, see the course programme.

Grading: To pass the course 40% of the total score on the hand-ins must be achived. More precisely the grades on the course will be as follows: For Chalmers students a 40% score for grade 3, 60% for 4 and 80% for 5, while for GU students a 40% score is required for grade G and 70% for VG. Note that also a written exam is mandatory to pass the course, see the course programme.

Exercise Sessions

Exercise Sessions 1 and 5-7 are in room MVF33 Fridays 3.15-5 pm the following dates, 3 September, 1 October, 8 October and 15 October. Exercise Sessions 2, 3 and 4 are teacherless and distributed electronically.

Exercise Session 2 ps-file, pdf-file.
Exercise Session 3 ps-file, pdf-file.
Exercise Session 4 ps-file, pdf-file.
Exercise Session 5 ps-file, pdf-file.
Exercise Session 6 ps-file, pdf-file.
Exercise Session 7 ps-file, pdf-file.

Welcome to contact Krzysztof for more information about the hand-ins and exercises.
Krzysztof Bartoszek
Telephone: 031 / 772 5380
Fax: 031 / 772 3508
Room: L3098
Adress: Matematisk Statistik, CTH & GU, 412 96 Göteborg, Sweden