Kommende emneendringer

Justering av navn og LUB for MAT4760/9760-Advanced Mathematical Methods in Finance

Nytt navn: Advanced Methods in Stochastics and Computations

Teaching: Spring and Autumn. Taught according demand and resources

Examination: Spring and Autumn. The same semester it is taught.

Course Content:

This course deals with advanced methods providing tools for stochastics modelling, analysis, control, and computational aspects. The exact content of the course may vary from year to year, depending of the demand among the students. Examples of topics that may be covered are:

• Backward stochastic differential equations;
• Stochastic control and/or optimal stopping for It?-L¨¦vy-processes.
• Deterministic and stochastic optimisation.
• Control and machine learning methods, reinforcement learning
• Stochastic partial differential equations

Possible applications include risk measures and uncertainty quantification, hedging of risks, optimal strategy (such as portfolio and consumption), portfolio optimisation, optimal liquidation and timing.

After completing the course you will:

• know about advanced theories and methods within stochastic
• calculus for L¨¦vy processes and other processes like Gaussian processes;
• know how these methods can be used for modelling and computational approaches;
• Know how these methods can be used for decision making;
• See how the methods can be related to applications, e.g. in economics,finance, energy.

Opptak til emnet:
Dette emnet er for studenter som er tatt opp ved Lektorprogrammet studieretning realfag. Studenter p? Lektorprogrammet som har emnet som obligatorisk i sitt studiel?p vil bli prioritert, hvis det er flere s?kere enn plasser p? emnet. Studenter tatt opp til et annet masterprogram kan, etter s?knad, f? adgang til emnet hvis dette er klarert med eget program.

Obligatoriske forkunnskaper:

PROF1015 ¨C Profesjonsidentitet, l?ring og undervisning

PROF3025 ¨C Ledelse av elevers l?ring

PROF4045 ¨C Tilrettelegging for elevers l?ring

eller

PPU3210 ¨C PPU del 1 av 2: Undervisning og l?ringsforl?p

PPU3220 ¨C PPU del 2 av 2: Vurdering og tilpasset oppl?ring

eller andre tilsvarende emner.

?I tillegg kreves f?lgende disiplin?re emner:

Minimum 50 av 60 studiepoeng i lektorprogrammets 60 studiepoengs emnegruppe i matematikk (/studier/emnegrupper/uv/lekt/).

eller andre tilsvarende emner.

Justere:

MAT4740/9740 Malliavin calculus and applications (ny navn) (V?r semester)

MAT4750/9750

MAT4770/9770

Legge ned:

• MAT4750/9750 Mathematical Finance: modelling and risk management (V?rsemester)
• MAT4770/9770 Stochastic modelling in energy and commodity markets (V?rsemester)

Gitt beskjed til A-L S. H.

?

Lagt ned i EpN

Opprette nytt:

MAT4735/9735 (?? Mulig ny kode??) Advanced Financial Modelling

Justere:

MAT4740/9740 Malliavin calculus and applications (ny navn) (V?r semester)

?

?

Skal ikke g? V25