## Courses

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

**Current supervised students**:

- S2(MA): Trimono; S2(AK): Akmal, Astri, Dedy, Dwi, Rani
- S3: Suci

**Recent supervised students**:

- S1: Ardi, Eunice, Evi, Gandhiano, Jansen, Muna (TA completed)
- S2(MA): Marianik (Tesis completed); S2(AKT): Agil, Insani, Ceri (Tesis completed)

**Courses for Semester 2 – 2018/2019: (in Bahasa Indonesia)**

**MA****5287 Statistics**

- Lecture commences on Wed 16/1/19 at 9 am; Prepare for a short quiz, please
- About the lecture
- Note: “Tugas” must be submitted by Wed 30/1/19 at 9 am (new); Do remember that you have to show (i) phenomena of risk, (ii) problems, and (iii) solution, in conducting survey and collecting data
- Chapter 1,2: Probability, random variable and probability function
- Some discrete distributions
- Note: There will be a kind of “discussion” on your Tugas 1 in group-setting on Wed 6/2/19 at 9-11 am; those interested to come and see me are required to let me know in advance
- Chapter 3: Data and its analysis (new)
- Note: Solution for some problems; This solution may be updated later
- Exam 1 – Thu 14/2/19 at 10 am, venue: R. Study Hall
- Note: Result of Exam 1 is ready to release; the highest mark is 20.5 (out of 30), the lowest is 0 (latest)
- Note on normal distribution (new)
- Re Exam 1 – Thu 28/2/19 at 10 am, venue: R. Study Hall; Please bring your normal table (latest)
- Do you have “an eye” ? (latest)

**AK6083 Quantitative Risk Management**

- We begin lecture on Wed 16/1/19 at 2 pm, venue: R. Sem 5.2
- Prepare your research material, please
- ‘Topic 1: Risk measure Value-at-Risk (VaR) and its various formulas
- Note: Tugas must be submitted by Wed 6/2/19 at 2 pm

**Courses for Semester 1 – 2018/2019: (in Bahasa Indonesia)**

**MA4181 Introduction to Stochastic Processes**

- Lecture commences on Tuesday 21/08/18 at 11 am; venue: R. BSC A
- Plan for lecture; correction: there will be two lectures on M9
- Chapter 1: Random variables and distributions; a supplementary note can be found here
- Latest news: Andreas Sugeng has got A for this course!
- Chapter 2: Conditional probability and expectation
- Exam 1 – Thursday 13/09/18 at 9 am
- Note: Result of Exam 1 is ready, you may collect your Exam 1 paper
- Chapter 3: Markov chain
- Quiz today 25/09/18 will be at 11 am, venue: R. BSC A
- “Serious” Quiz will be on Tuesday 2/10/18 at 11 am
- Note: No lecture on Thursday 4/10/18
- Note: Lecture will resume on Tuesday 9/10/18
- Latest news: There will be a short Quiz (just a Quiz as usual) on Tuesday 16/10/18 at 11 am
- Exam 2 – Tuesday 23/10/18 at 11 am; there is Re Exam 2; there is a Re Exam 2
- Chapter 4: Exponential distribution
- Chapter 5: Poisson process
- Note: Tugas (in poster format) must be submitted by Tuesday 27/11/18
- Exam 3 – Thursday 29/11/18 at 9 am
- Note: Presentation (of Poster) will be on Tuesday 4/12/18
- Note: Presentation for those on Thursday 6/12/18 will be SHIFTED to Tuesday 11/12/18; apologize for any inconvenience that may have caused
- All exams marks; Please note that the marks are out of 30, except RM which is out of 20 (new)
- Note: I assume that you are able to “manipulate” all exams marks with contribution of 25% (exam) and of 10% (quiz, Markov chain/RM) (new)
- Other marks (kuis selamat datang, kehadiran, poster) may be found here (new)

**AK5161 Mathematical Finance for Actuarial Science**

- First lecture will be on Thursday 23/08 at 1 pm; venue: R. Aktuaria; the course plan
- Note: Prepare for a Quiz, please
- Chapter 1,2: Return, Value of Money and PVA
- Exam 1 – Thu 13/09/18 at 1 pm; Exam 1 (lagi) – Thu 20/09/18 at 1 pm
- Chapter 3,4: Probability of money and normal distribution
- Note: No lecture(s) during Week 7
- Note: Lecture will resume on Wed 10/10/18 at 7 am
- Chapter 5,6: Brownian motion and GBM
- Note: If you read this note and do this task/homework then you may gain some points; Please do in 1-2 page(s) on how you may be able to show numerically about independence and independent increment of normal random variables
- Exam 2 – Thu 25/10/18 at 1 pm (instead of Wed 24/10/18)
- Chapter 7: Random variable with threshold
- Chapter 8: BM, option and related formulas
- Exam 3 – Thu 29/11/18 at 1 pm
- Note: Final mark
- Update news: There will be Ujian Perbaikan on Thu 20/12/18; Please prepare for this in care, guys
- Note: This is your DNA; If you decide to take UP (Ujian Perbaikan) then DNA-1 applies, otherwise I will use DNA-2 as final mark (new)