# Syllabus

Registration via LPIS

Day | Date | Time | Room |
---|---|---|---|

Tuesday | 11/21/23 | 01:00 PM - 03:00 PM | TC.1.01 OeNB |

Wednesday | 11/22/23 | 01:00 PM - 03:00 PM | TC.2.01 |

Tuesday | 12/05/23 | 10:00 AM - 12:00 PM | TC.1.01 OeNB |

Wednesday | 12/06/23 | 12:00 PM - 02:00 PM | TC.1.01 OeNB |

Tuesday | 12/12/23 | 10:00 AM - 12:00 PM | TC.1.01 OeNB |

Wednesday | 12/13/23 | 12:00 PM - 02:00 PM | TC.1.01 OeNB |

Tuesday | 12/19/23 | 10:00 AM - 12:00 PM | TC.1.01 OeNB |

Wednesday | 12/20/23 | 12:00 PM - 02:00 PM | TC.1.01 OeNB |

Tuesday | 01/09/24 | 10:00 AM - 12:00 PM | TC.1.01 OeNB |

Wednesday | 01/10/24 | 12:00 PM - 02:00 PM | TC.0.01 |

Tuesday | 01/16/24 | 10:00 AM - 12:00 PM | TC.1.01 OeNB |

Wednesday | 01/17/24 | 12:00 PM - 02:00 PM | TC.1.01 OeNB |

Tuesday | 01/23/24 | 10:00 AM - 12:00 PM | TC.0.03 WIENER STÄDTISCHE |

After completing this course the student will have the ability to:

- describe and explain the basic concepts and definitions of measure, expectation, random variable and its distribution, conditional expectation and absolute continuity.
- work with and apply the basic concepts and definitions of measure, expectation, random variable and its distribution, conditional expectation and absolute continuity.
- confidently organize and integrate mathematical ideas and information.
- shift mathematical material quickly and efficiently, and to structure it into a coherent mathematical argument.
- solve applied problems where skills are required from probability.

For this lecture participation is obligatory. Students are allowed to miss a maximum of 20% (no matter if excused or not excused).

The lectures are aimed at providing the theoretical framework, while weekly homework exercises check the study progress. Constant learning is necessary.

- 30% weekly homework exercises
- 30% midterm exam
- 40% final exam

There will be no opportunity to retake the exams.

- Successful completion of the units ‘Mathematics I’ and ‘Principles of Finance’;
- Introductory probability on an undergraduate level (concepts of probability, conditional probability, independence, random variables, discrete distributions, densities, expectation, normal distribution, uniform distribution, binomial and Poisson distribution).

The course is based on the book * Probability Essentials (2nd ed., Springer 2004) by J. Jacod. and P. Protter*.

Please log in with your WU account to use all functionalities of read!t. For off-campus access to our licensed electronic resources, remember to activate your VPN connection connection. In case you encounter any technical problems or have questions regarding read!t, please feel free to contact the library at readinglists@wu.ac.at.

Back