- Docente: Fabio Gobbi
- Language: English
- Teaching Mode: Traditional lectures
- Campus: Bologna
- Corso: Second cycle degree programme (LM) in Quantitative Finance (cod. 8854)
Learning outcomes
At the end of this course the student knows the concept of probability space, how to use logical operators to derive complex events, the main features of combinatorics and the essential rules of elementary probability, including conditional probability. Therefore, the student is able to solve a wide selection of exercises regarding simple and conditional probability.
Course contents
Sets and set operations. Sigma algebras. Probability.
Some theorems on probabilities. Conditional probability and
independence. Random variables. Distribution functions.
Discrete and absolutely continuous r.vs.. Density functions.
Examples. Moments of r.vs.. Multivariate r.vs., independence,
correlation and joint distributions (and densities). Transformations
of r.vs. and computation of their distributions.
Readings/Bibliography
Jacod - Protter: "Probability Essentials"
Chow - Teicher: "Probability Theory: Independence, Interchangeability,
Martingales"
Billingsley: "Probability and Measure"
Teaching methods
Frontal lessons
Assessment methods
No final exam
Teaching tools
None
Office hours
See the website of Fabio Gobbi