Study programme | Français | ||
Probability and Statistics - Supplementary Course | |||
Programme component of Bachelor's Degree in Mathematics à la Faculty of Science |
Code | Type | Head of UE | Department’s contact details | Teacher(s) |
---|---|---|---|---|
US-B3-SCMATH-029-M | Compulsory UE | GROSSE-ERDMANN Karl | S844 - Probabilité et statistique |
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Language of instruction | Language of assessment | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Credits | Weighting | Term |
---|---|---|---|---|---|---|---|---|---|
| Français | 30 | 20 | 0 | 0 | 0 | 6.00 | 100.00 |
AA Code | Teaching Activity (AA) | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Term | Weighting |
---|---|---|---|---|---|---|---|---|
S-MATH-026 | Probability and Statistics - Supplementary Course | 30 | 20 | 0 | 0 | 0 | Q2 | 100.00% |
Unité d'enseignement |
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Objectives of Programme's Learning Outcomes
Learning Outcomes of UE
Introduction to complementary topics in probability, finance and statistics
Content of UE
- Complements in probability: mixed random variables, generalised inverse, simulation, risk measures
- Finance: price of options
- Statistics: linear regression
Prior Experience
Good knowledge of the course of Praobability and Statistics I
Type of Assessment for UE in Q1
Q1 UE Assessment Comments
Not applicable
Type of Assessment for UE in Q2
Q2 UE Assessment Comments
Not applicable
Type of Assessment for UE in Q3
Q3 UE Assessment Comments
Not applicable
Q1 UE Resit Assessment Comments (BAB1)
Not applicable
Type of Teaching Activity/Activities
AA | Type of Teaching Activity/Activities |
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S-MATH-026 |
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Mode of delivery
AA | Mode of delivery |
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S-MATH-026 |
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Required Reading
AA | |
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S-MATH-026 |
Required Learning Resources/Tools
AA | Required Learning Resources/Tools |
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S-MATH-026 | Exercise sheets |
Recommended Reading
AA | |
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S-MATH-026 |
Recommended Learning Resources/Tools
AA | Recommended Learning Resources/Tools |
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S-MATH-026 | Not applicable |
Other Recommended Reading
AA | Other Recommended Reading |
---|---|
S-MATH-026 | Hans Föllmer, Alexander Schied : Stochastic finance : An introduction to discrete time, de Gruyter Jean-Marc Azaïs et Jean-Marc Bardet : Le modèle linéaire par l'exemple : régression, analyse de la variance, Dunod |
Grade Deferrals of AAs from one year to the next
AA | Grade Deferrals of AAs from one year to the next |
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S-MATH-026 | Autorisé |