- Docente: Fabio Gobbi
- Lingua di insegnamento: Inglese
- Modalità didattica: Convenzionale - Lezioni in presenza
- Campus: Bologna
- Corso: Laurea Magistrale in Quantitative finance (cod. 8854)
Conoscenze e abilità da conseguire
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.
Contenuti
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.
Testi/Bibliografia
Jacod - Protter: "Probability Essentials"
Chow - Teicher: "Probability Theory: Independence, Interchangeability,
Martingales"
Billingsley: "Probability and Measure"
Metodi didattici
lezioni frontali
Modalità di verifica e valutazione dell'apprendimento
Nessun esame finale
Strumenti a supporto della didattica
Nessuno
Orario di ricevimento
Consulta il sito web di Fabio Gobbi