Study programme 2021-2022 | Français | ||
Probability and Statistics - Supplementary Course | |||
Learning Activity |
Code | Lecturer(s) | Associate Lecturer(s) | Subsitute Lecturer(s) et other(s) | Establishment |
---|---|---|---|---|
S-MATH-026 |
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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, copulas
- Mathematical fnance: risk measures, price of options
Required Learning Resources/Tools
Exercise sheets
Recommended Learning Resources/Tools
Not applicable
Other Recommended Reading
Patrick Bogaert: Probabilités pour scientifiques et ingénieurs, de boeck
Hans Föllmer, Alexander Schied : Stochastic finance : An introduction to discrete time, de Gruyter
M. Denuit, J. Dhaene, M. Goovaerts, R. Kaas : Actuarial theory for dependent risks, John Wiley & Sons
Etienne Marceau : Modelisation et evaluation quantitative des risques en actuariat, Springer
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)