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TMS165/MSA350 Stochastic Calculus, Exercises

Solved exercises

Students should study the following solved exercises carefully.

Solved exercises on Chapters 1-2 in Klebaner's book ps-file, pdf-file.
Solved exercises on Chapters 2-3 in Klebaner's book ps-file, pdf-file.
Solved exercises on Chapter 4 Klebaner's book ps-file, pdf-file.
Solved exercises on Chapters 4-5 in Klebaner's book ps-file, pdf-file.
Solved exercises on Chapters 5-6 and 10 in Klebaner's book ps-file, pdf-file.
Solved exercises on 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 during lectures.

Home exercises on Chapters 1-2 in Klebaner's book ps-file, pdf-file.
Home exercises on Chapter 3 in Klebaner's book ps-file, pdf-file.
Home exercises on Chapter 4 in Klebaner's book ps-file, pdf-file.
Home exercises on Chapter 5 in Klebaner's book ps-file, pdf-file.
Home exercises on Chapters 6 and 10 in Klebaner's book ps-file, pdf-file.
Home exercises on numerical methods ps-file, pdf-file.

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