Study programme 2020-2021 | Français | ||
Probability and Statistics - Supplementary Course | |||
Learning Activity |
Code | Lecturer(s) | Associate Lecturer(s) | Subsitute Lecturer(s) et other(s) | Establishment |
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S-MATH-026 |
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Language of instruction | Language of assessment | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Term |
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Français | Français | 30 | 20 | 0 | 0 | 0 | Q2 |
Organisational online arrangements for the end of Q3 2020-2021 assessments (Covid-19) |
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Description of the modifications to the Q3 2020-2021 assessment procedures (Covid-19) |
This is a oral in-class exam covering all the material seen in the course. |
Organisational arrangements for the end of Q2 2020-2021 assessments (Covid-19) online or face-to-face (according to assessment schedule)
Description of the modifications to the Q2 2020-2021 assessment procedures (Covid-19) online or face-to-face (according to assessment schedule)
This is a written in-class exam covering all the material seen in the course. The number of questions will be reduced compared to pre-pandemic exams.
Content of Learning Activity
- Complements in probability: mixed random variables, generalised inverse, simulation
- Finance: risk measures, price of options
- Statistics: gaussian 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)