Informazioni di Advanced Probability

Dipartimento: Ingegneria
Settore Ministeriale: MAT/06
Codice di verbalizzazione: 8039225
Metodi di insegnamento: Frontale
Metodi di valutazione: Scritto E Orale
Prerequisiti: Basic Probability Calculus Elements of Measure Theory and Functional Analysis
Obiettivi: The goal of the course is to provide advanced tools of probability and introduce important applications, with particular attention to the modern mathematical finance. The course is also a requirement for the understanding of the more advanced courses âFinancial Engineeringâ and âStochastic Calculus and Elements of Financeâ. Particular emphasis will be given to develop studentsâ problem solving abilities, and to the presentation of examples and applications.
Ricevimento: prendere appuntamento via e-mail

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