Denna www-sida har författats av Patrik Albin, Krzysztof Bartoszek och Mattias Sundén - Ansvarsförhĺllanden (This webpage has been written by Patrik Albin, Krzysztof Bartoszek and Mattias Sundén - Disclaimer)

TMS170/MSA360 Stochastic Calculus Part II, 2009, Hand-ins and Exercises

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


No 1.
pdf-file - due latest on Friday 13 November.

No 2.
pdf-file - due latest on Friday 20 November.

No 3.
pdf-file - due latest on Friday 27 November.

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

No 5.
pdf-file - due latest on Friday 11 December.

No 6.
pdf-file - due latest on Friday 18 December 16:00.

Grading: To pass the course 50% 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 50% score for grade 3, 66% for 4 and 83% for 5, while for GU students a 50% score is required for grade G and 75% for VG.

Deadline: All hand-ins must be handed in by December 18 16:00 in order for us to be able to register grades and credits in the Ladok-system this term.

Electronically submitted hand-ins (by email to ) 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.

Exercise sessions

No 1. November 5.
No 2. November 12.
No 3. November 19.
No 4. November 26.
No 5. December 3.
No 6. December 10.

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