The Risk and Stochastics group is involved in several programme options in two bachelor programmes and three masters programmes:
Bachelor programmes
- Mathematics: finance, insurance and economics (Norwegian programme)
- Mathematics: theoretical and applied mathematics (Norwegian programme)
Masters programmes
- Mathematics
- Stochastic Modelling, Statistics and Risk Analysis
- Computational Science: Applied Mathematics and Risk Analysis (programme option)
The group supervise master and PhD-students within the areas of stochastic analysis, finance, energy, insurance and risk.
The group offers these courses
- MAT1020 Mathematics and Sustainable Management
- MAT4720/MAT9720 Stochastic Analysis and Stochastic Differential Equations
- MAT4740/MAT9740 Malliavin Calculus and Applications to Finance
- MAT4750/MAT9750 Mathematical Finance: Modelling and Risk Management
- MAT4760/MAT9760 Advanced Mathematical Methods in Finance
- MAT4770/MAT9770 Stochastic Modelling in Energy and Commodity Markets
- MAT4790/MAT9790 Stochastic Filtering
- STK3405/STK4405 Introduction to Risk and Reliability Analysis
- STK3505/STK4505 Problems and Methods in Actuarial science
- STK4400/STK9400 Risk and Reliability Analysis
- STK4500/STK9500 Life Insurance and Finance
- STK4530/STK9530 Interest Rate Modelling via SPDE's
- STK2130 Modelling by Stochastic Processes
- STK4540 Non-Life Insurance Mathematics
- STK4550/STK9550 Extreme value statistics and large deviations
- STK-MAT2011 Project Work in Finance, Insurance, Risk and Data Analysis
- STK-MAT3700/STK-MAT4700 Introduction to Mathematical Finance and Investment Theory
- STK-MAT3710/STK-MAT4710 Probability Theory