MMA291, Project in mathematics
The larger part of this course is an independent study which shall be done individually or in groups. A supervisor is appointed to every student or group. The work shall be described in a written plan which shall be approved by the supervisor who is also the course examiner. The work shall be presented both in a written report and orally at a seminar. In addition to the independent work the course may contain literature searches, literature studies and seminars.
Course information
Projects
Yield Curve Estimation and Prediction with the Vasicek Model , D. Bayazit , Middle East Technical University
On the Vandermonde matrix and its role in mathematical finance , Norberg, R., University of Copenhagen, Laboratory of Actuarial Mathematics, 1999
LaTeX material
Project descriptions
Teachers
Sergei Silvestrov, sergei.silvestrov@mdh.se, U3-088
