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TMS165/MSA350 Stochastic Calculus Part I, 2013, 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 on Wednesdays 1.15-3 pm in Room MVF33. This help starts second course week Wednesday 11 September (that is, no help first week Wednesday 4 September).

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

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