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TMS165/MSA350 Stochastic Calculus Part I, 2012, Exercises


Solved exercises

The course have no class room exercises. Instead students should study the following solved exercises carefully.

Exercise session 1 (Chapters 1-2) ps-file, pdf-file.
Exercise session 2 (Chapters 2-3) ps-file, pdf-file.
Exercise session 3 (Chapter 4) ps-file, pdf-file.
Exercise session 4 (Chapters 4-5) ps-file, pdf-file.
Exercise session 5 (Chapters 5-6 and 10) ps-file, pdf-file.
Exercise session 6 (Numerical methods) ps-file, pdf-file.

Home exercises for own work

Students are recomended to work with the home exercises in pairs. Help with the home exercises are offered by Patrik Albin, primarily by means of email communication, but also in person when there is opportunity for that.

Home exercise No 1 (Chapter 1-2) ps-file, pdf-file.
Home exercise No 2 (Chapter 3) ps-file, pdf-file.
Home exercise No 3 (Chapter 4) ps-file, pdf-file.
Home exercise No 4 (Chapter 5) ps-file, pdf-file.
Home exercise No 5 (Chapters 6 and 10) ps-file, pdf-file.
Home exercise No 6 (Numerical methods) ps-file, pdf-file.


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