## Courses

**Timetable of Khreshna Syuhada** can be found here (latest)

**Current supervised students**:

- S1: Ardi, Dywa, Eunice, Evi, Gandhiano, Jansen, Muna (TA 1 completed)
- S2(MA): Marianik (Tesis 1 completed); S2(AKT): Agil, Insani, Ceri (Tesis 1 completed)
- S2/S3 (PMDSU): Trimono
- S3: Jacob, Bony

**Recent supervised students**:

- S1: Agistia, Anisa, Dwi Pudji, Christine (AADC)
- S2: Risti, Ainun, Susi, Salsabila

**Courses for Semester 2 – 2017/2018: (in Bahasa Indonesia)**

**MA4282 Selected Topic in Statistics 2**

- The lecture is about “Volatility Modeling”
- First lecture is on Wed 17/01/18 at 3 pm
- A note on return and volatility
- Presentation 1 – Tue 30/01/18
- Presentation 2 – Thu 1/02/18
- Lecture resumes on Mon 26/02/18 at 4 pm

**MA4283 Risk Theory and Credibility**

- “Forecasting Risk: Precise and Prospective”
- Lecture commences on Tuesday 16/01/18 at 4 pm; Prepare for a Quiz
- Introduction
- Exam 1: Wed 31/01/18 at 9 am
- Extra Quiz for Exam 1: Wed 7/01/18 at 9 am
- Lecture on Mon 12/01/18 at 130 pm
- Chapter 1: Construction of empirical model
- Tugas must be submitted by Thu 15/01/18 at 5 pm
- Chapter 2: Parameter estimation – Part 1
- No lectures on Wed and Thu 21-22/01/18; Lecture on Mon 26/01/18 at 130 pm
- Exam 2: Wed 28/01/18 at 9 am
- Chapter 2: Parameter estimation – Part 2
- Chapter 3: Non-parametric estimation: Empirical distribution
- Exam 3: Thu 29/03/18 at 9 am
- Chapter 4: Credibility theory (coming up)

**AK6083 Quantitative Risk Management**

- “Risk in Some Perspectives: Manage and Forecast”
- I begin the lecture on Wed 17/01/18 at 4 pm
- Some references include McNeil et al (2005) and Nieto and Ruiz (2016)

**Courses for Semester 1 – 2017/2018: (in Bahasa Indonesia)**

**MA4181 Introduction to Stochastic Processes**

- Lecture commences on Tuesday 22/08/17 at 11 am; venue: R. BSC A
- Update: Timetable and venue for this course will NOT be changed
- Chapter 1: Random variables and distributions
- Chapter 2: Conditional probability and expectation
- Exam 1 – Tuesday 5/09/17 at 11 am; venue: R. BSC A; Please, don’t be late
- Note: You may bring “1-pageĀ Normal Table” for Exam 1
- Note: Lecture(s) on Thursday 7/09/17 and Tuesday 12/09/17 as well as Quiz on Thursday 14/09/17 will be delivered by Pak Sandy
- Note: Lecture resumes on Tuesday 19/09/17 at 11 am
- Update: No lecture on Thu 21/09/17
- Chapter 3: Markov chain
- Update: Result of Exam 1 is not as expected, prepare for Quiz
- Note: A short, but serious, Quiz – Tue 26/09/17 at 11 am; Please, don’t be late
- Note: No lecture(s) during Week 7 – 3/10/17 and 5/10/17
- Note: Lecture resumes on Tuesday 10/10/17, Quiz on conditional expectation will be given
- Update: Quiz on Markov Chain is on Thu 26/10/17
- Problems and solutions of Quizzes
- Exam 2 – Tuesday 31/10/17 at 11 am; venue: R. BSCA
- Note: Lecture(s) on Thursday 2/11/17 and Tuesday 7/11/17 as well as Quiz on Thursday 9/11/17 will be delivered by Pak Sandy
- Chapter 4: Exponential distribution
- Note: Due to some technical and personal-related problems, the release of mark will NOT be on this Sunday
- Chapter 5: Poisson process
- Note: Tugas must be submitted by Tuesday 28/11/17 at 11 am
- Note: Quiz will be on Tuesday 28/11/17
- Exam 3 – Thursday 30/11/17 at 9 am
- Final mark (new)

**MA4183 Risk Models**

- “Risk: Quantify and Control”
- We begin class on Tuesday morning at 7 am; venue: R. 9522
- Note: Prepare for a “Welcome” Quiz, please
- Homework 1 must be submitted by Tuesday 29/08/17 at 7 am
- Chapter 1: Loss-frequency models
- Are you the lucky person in solving this (limited time) Quiz? Please, email your answer to khreshna@math.itb.ac.id and you will get 5 points; deadline TODAY (this Saturday morning!) at 945 am
- Exam 1 – Thursday 31/08/17 at 1 pm; venue: R. Study Hall; “the bocoran” of Exam 1
- Note: No lecture(s) during Week 3 and 4
- Note: Lecture will resume on Tue 19/09/17 at 7 am; prepare for a Quiz with special mark (optional; you may not take this Quiz)
- Chapter 2: Models for loss-severity and its properties
- Exam 2 – Tuesday 3/10/17 at 7 am; venue: R. 9522
- Note: No lecture on Wednesday 4/10/17
- Result of Exam 1 and 2
- Chapter 3: Aggregate risk models
- Exam 3 – Wednesday 25/10/17; venue: R. 9312; your Exam 3 paper will not be marked unless you submit Tugas
- Note: No lecture(s) during Week 11 and 12; lecture will resume on Tuesday 14/11/17 at 7 am
- Chapter 4: Risk measure
- Note: Final mark (tentative; max 90)
- Note: Quiz will be on Tuesday 28/11/17
- Exam 4 – Wednesday 29/11/17 at 1 pm

**AK5161 Mathematical Finance for Actuarial Science**

- First lecture will be on Monday 21/08 at 1 pm; venue: R. Sem 5.4
- Introduction: Mathematical finance vs stochastics finance
- Quiz 1 and its solution
- Note: Today’s lecture (24/08/17) at 11 am; venue: R. Study Hall; Prepare for a Quiz, please
- Chapter 1: Random variables in finance
- Chapter 2: Normal distribution (and stock price or return)
- Note: Lecture on Monday 28/08/17 will be shifted to Tuesday 29/08/17 at 3 pm; venue: R. Study Hall
- Exam 1 – Wednesday 30/08/17 at 7 am; venue: R. Study Hall
- Result of Exam 1 and bonus for INY (latest)
- Note: No lecture(s) during Week 3 and 4
- Note: Lecture resumes on Wed 20/09/17 at 7 am; Please, don’t be late
- Chapter 3: Brownian motion and GBM
- Update: Prepare for Quiz on Thu 28/09/17 at 11 am
- Exam 2 – Friday 29/09/17 at 7 am; venue: R. Study Hall
- Note: No lecture(s) during Week 7
- Note: Lecture resumes on Wednesday 11/10/17
- Chapter 4: Return and PVA
- Exam 3 – Friday 27/10/17 at 9 am; venue: R. StudyHall
- Note: Lecture will resume on Wednesday 15/11/17 at 7 am
- Chapter 5: Option and Black-Scholes formula
- Exam 4 – Wednesday 20/11/17 at 9 am; venue: R. Seminar 5.3