Course Programme ps-file, pdf-file, dvi-file.
Link to Programme for Exercises
Lecture 13: Fit of Ornstein Uhlenbeck process to data by three different methods Mathematica notebook, ps-file
Lecture 13: Fit of Geometrical Brownian motion to data by two different methods Mathematica notebook, ps-file
Lecture 13: Fit of CIR model to data by three different methods Mathematica notebook, ps-file
Additional information about the course can be found at Chalmers Student Portal.
Patrik Albin (Associate Professor) is responsible for the course. Welcome to contact Patrik for more information about the course.