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Language:
English. -
Textbooks:
None. -
Learning objectives:
This is an optional course. The aim of the course is to introduce some Probability concepts that are extremely important in modern Finance, in a fairly rigorous way. The course will be helpful to students who intend to pursue a master degree.
EXPECTED LEARNING RESULTS KNOWLEDGE AND UNDERSTANDING: To acquire the fundamental concepts underlying stochastic process theory in a fairly rigorous manner.
JUDGEMENT ABILITY: To develop the ability to read a mathematical text with some degree of autonomy.
COMMUNICATION ABILITY: To be able to expose the acquired knowledge in a rigorous and complete way. -
Prerequisite:
Having passed the exams of Probability and Mathematical Analysis. -
Teaching methods:
Meetings with the professor. Individual reading and study. -
Exam type:
Expository talk or oral exam. -
Sostenibilità:
-
Further information:
See the professor web page at https://www.dec.unich.it
Advanced topics in Probability Theory with financial applications, in English.
Advanced topics in Probability with applications to Finance.
Scopri cosa vuol dire essere dell'Ud'A
SEDE DI CHIETI
Via dei Vestini,31
Centralino 0871.3551
SEDE DI PESCARA
Viale Pindaro,42
Centralino 085.45371
email: info@unich.it
PEC: ateneo@pec.unich.it
Partita IVA 01335970693
