Exercises and hand-ins 2007

TMS170/MSA360 Stochastic Calculus, Part II, 7.5 ects credits (Stokastisk analys, del II, 7.5 ects poäng)

NOTE: Beginning 23 November, the Exercise session Fridays have been rescheduled by agreement between Ottmar and the students to take place 10.00-11.45 am in room MV:F26.

Here you find the course home page.


No 1.

No 2.

No 3.

No 4.

No 5.

No 6.

The hand-in exercises are due each monday of the week after the week in which they have been posted on this website (e.g. if the exercises are posted on the wednesday of week 44, they need to be handed in at the latest on the monday of week 46). They may be handed in during class, or to me, Ottmar Cronie, at room (MVL:3075). 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 2.
No 2. November 9.
No 3. November 16.
No 4. November 23.
No 5. November 30.
No 6. December 7.
No 7. December 14.

General information

Course Programme ps-file, pdf-file.

Ottmar Cronie is responsible for exercises and hand-ins. If you have any doubts or questions, you are welcome to contact me.

Ottmar: http://www.math.chalmers.se/~ottmar
Telephone: 031 - 772 49 92
Room: MVL:3075
Adress: Matematisk Statistik, CTH & GU, 412 96 Göteborg, Sweden