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

UE Content: description and pedagogical relevance

- Complements in probability I : mixed random variables, generalised inverse, simulation
- Mathematical fnance: risk measures, price of options
- Complements in probability II : topic to be chosen, for example copulas or comonotonicity

Prior Experience

Good knowledge of the course of Praobability and Statistics I