 | Study programme 2021-2022 | Français | |
 | Probability and Statistics - Supplementary Course | ||
Programme component of Bachelor's 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 |
|
| Language of instruction | Language of assessment | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Credits | Weighting | Term |
|---|---|---|---|---|---|---|---|---|---|
| Français | 30 | 20 | 0 | 0 | 0 | 6 | 6.00 | 2nd term |
| 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% |
| Programme component |
|---|
Objectives of Programme's Learning Outcomes
- Understand "elementary" mathematics profoundly
- Understand one- and several-variable differential and integral calculus
- Understand and use the naive set theory
- Understand the fundamentals of probability and statistics
- Manipulate previously acquired knowledge that appears in a question
- Give examples and counterexamples for definitions, properties, theorems, etc.
- Understand and produce strict mathematical reasoning
- Write clearly and concisely
- Use mathematical vocabulary and formalism appropriately
- Make sense of formal expressions
- Rely on a picture to illustrate a concept, rationale, etc.
- Collaborate on mathematical subjects
- Demonstrate independence and their ability to work in teams.
- Solve new problems
- Abstract and manipulate theories and use these to solve problems
- Adapt an argument to a similar situation
- Use knowledge from different fields to address issues
- Address literature and interact within other scientific fields
- Have sufficient knowledge of English in order to read and understand scientific texts, especially in the field of mathematics.
Learning Outcomes of UE
Complementary topics in probability and mathematical finance
Content of UE
- Complements in probability: mixed random variables, generalised inverse, simulation, copulas
- Mathematical finance: risk measures, price of options
Prior Experience
Good knowledge of the course of Praobability and Statistics I
Type of Assessment for UE in Q2
- Written examination
Q2 UE Assessment Comments
Not applicable
Type of Assessment for UE in Q3
- Oral examination
Q3 UE Assessment Comments
Not applicable
Type of Teaching Activity/Activities
| AA | Type of Teaching Activity/Activities |
|---|---|
| S-MATH-026 |
|
Mode of delivery
| AA | Mode of delivery |
|---|---|
| S-MATH-026 |
|
Required Reading
| AA | |
|---|---|
| S-MATH-026 |
Required Learning Resources/Tools
| AA | Required Learning Resources/Tools |
|---|---|
| S-MATH-026 | Exercise sheets |
Recommended Reading
| AA | |
|---|---|
| S-MATH-026 |
Recommended Learning Resources/Tools
| AA | Recommended Learning Resources/Tools |
|---|---|
| S-MATH-026 | Not applicable |
Other Recommended Reading
| AA | Other Recommended Reading |
|---|---|
| S-MATH-026 | 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 |
Grade Deferrals of AAs from one year to the next
| AA | Grade Deferrals of AAs from one year to the next |
|---|---|
| S-MATH-026 | Authorized |
(*) HT : Hours of theory - HTPE : Hours of in-class exercices - HTPS : hours of practical work - HD : HMiscellaneous time - HR : Hours of remedial classes. - Per. (Period), Y=Year, Q1=1st term et Q2=2nd term