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 â��Financial Engineeringâ�� and â��Stochastic 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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