GIMAS7AB Probability theory for financial mathematicsstochastic processes
| ECTS Credits: 4 Duration: 42 hours | Semester: S7 | ||
Person(s) in charge: Denis VILLEMONAIS, Associate Professor, denis.villemonais@mines-nancy.univ-lorraine.fr | ||||
Keywords: Probabilities | ||||
Prerequisites: Basics in functional analysis and probabilities | ||||
Objective: present certain stochastic processes | ||||
Program and contents:
This course presents certain stochastic processes and, more particularly, it introduces the tools which are necessary to understand mathematical models in finance. It will also be useful for better understanding the stochastic methods used for modelling all phenomena containing random variables.
Content
Assessment methods Two tests, continuous monitoring, project
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Levels | Description and operational vocabulary | |||
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Understand |
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Apply |
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Analyze |
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Summarize |
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Assess |
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