Study programme 2018-2019 | Français | ||
Probability and Statistics - Supplementary Course | |||
Activité d'apprentissage à la Faculty of Science |
Code | Lecturer(s) | Associate Lecturer(s) | Subsitute Lecturer(s) et other(s) |
---|---|---|---|
S-MATH-026 |
|
Language of instruction | Language of assessment | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Term |
---|---|---|---|---|---|---|---|
Français | Français | 30 | 20 | 0 | 0 | 0 | Q2 |
Content of Learning Activity
- Complements in probability: mixed random variables, generalised inverse, simulation
- Finance: risk measures, price of options
- Statistics: linear regression
Required Learning Resources/Tools
Exercise sheets
Recommended Learning Resources/Tools
Not applicable
Other Recommended Reading
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
Mode of delivery
Type of Teaching Activity/Activities
Evaluations
The assessment methods of the Learning Activity (AA) are specified in the course description of the corresponding Educational Component (UE)