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TMS170/MSA360 Stochastic Calculus Part II, 2008, Hand-ins and Exercises

Mattias Sundén is responsible for the hand-ins and exercises.


No 1.
pdf-file - due latest on Friday 14 November.

No 2.
pdf-file - due latest on Friday 21 November.

No 3.
pdf-file - due latest on Friday 28 November.

No 4.
pdf-file - due latest on Friday 5 December.

No 5.
pdf-file - due latest on Friday 12 December.

No 6.
pdf-file - due latest on Friday 19 December.

The hand-in during classes to Patrik or Mattias, by email to Mattias, or in a box outside Mattias room (MVL:3071). Solutions should be clear, readable and easily understood. It is strongly encouraged and wished for that students work in pairs. In the case of exercises including computer simulations one should put extra effort on explaining what has been done. The grades for the course will be based on your solutions to the hand-in problems. Random oral examinations, where I ask you to present the ideas behind solutions to your exercises, may occur.

Grading: To pass this course, we will implement the following algorithm:
  function G=pass(X)            % G=1 means pass, G=0 fail, X vector with hand-in scores
  M=[M1, M2, M3, M4, M5, M6];   % maximum on each hand-in
  S=sum(X);                     % total points
  for i=1:6
    if X(i)<0.3*M(i)
  if S< 0.5*sum(M)

That is, 50% of the total score must be achived, and at least 30% on each hand-in. Note: Simulations are a part of this course that cannot be neglected. Understanding this algorithm is a good start!

Deadline: All hand-ins must be handed in by December 20 in order for us to be able to register grades and credits in the Ladok-system this term.

Exercise sessions

No 1. November 6: This exercise is without teacher and the solutions are here as a pdf-file.
No 2. November 13.
No 3. November 20.
No 4. November 27.
No 5. December 4.
No 6. December 11.

Welcome to contact Mattias for more information about the hand-ins and exercises.
Mattias Sundén
Telephone: 031 / 772 8294
Fax: 031 / 772 3508
Room: L3071
Adress: Matematisk Statistik, CTH & GU, 412 96 Göteborg, Sweden