107.A26 Advanced Probabilty Theory
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2017W, VO, 3.0h, 4.5EC

Properties

  • Semester hours: 3.0
  • Credits: 4.5
  • Type: VO Lecture

Aim of course

Knowledge of advanced concepts of probability theory and ability to use them.

Subject of course

Martingale, characteristic functions, stable distributions, interrelations of stochastic processes, risk and extreme value theory, ergodics

Additional information

Start of the lecture is  3rd october 2017

Lecture and exercises  are held Tuesdays  13h30 - 15h30   Sem.R. DA  gelb 04  and

Thursday      12-14h  Sem.R. DA gelb 07

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Tue12:30 - 13:3003.10.2017 - 23.01.2018Sem.R. DB gelb 04 hWTH
Tue13:30 - 15:3003.10.2017Sem.R. DB gelb 04 VO hWTH
Wed14:00 - 15:3004.10.2017 - 24.01.2018Sem.R. DB gelb 04 hWTH
Thu12:00 - 14:0005.10.2017Sem.R. DB gelb 07 hWTH
Thu12:00 - 14:0012.10.2017 - 25.01.2018Sem.R. DB gelb 07 VO hWTH
Advanced Probabilty Theory - Single appointments
DayDateTimeLocationDescription
Tue03.10.201712:30 - 13:30Sem.R. DB gelb 04 hWTH
Tue03.10.201713:30 - 15:30Sem.R. DB gelb 04 VO hWTH
Wed04.10.201714:00 - 15:30Sem.R. DB gelb 04 hWTH
Thu05.10.201712:00 - 14:00Sem.R. DB gelb 07 hWTH
Tue10.10.201712:30 - 13:30Sem.R. DB gelb 04 hWTH
Wed11.10.201714:00 - 15:30Sem.R. DB gelb 04 hWTH
Thu12.10.201712:00 - 14:00Sem.R. DB gelb 07 VO hWTH
Tue17.10.201712:30 - 13:30Sem.R. DB gelb 04 hWTH
Wed18.10.201714:00 - 15:30Sem.R. DB gelb 04 hWTH
Thu19.10.201712:00 - 14:00Sem.R. DB gelb 07 VO hWTH
Tue24.10.201712:30 - 13:30Sem.R. DB gelb 04 hWTH
Wed25.10.201714:00 - 15:30Sem.R. DB gelb 04 hWTH
Tue31.10.201712:30 - 13:30Sem.R. DB gelb 04 hWTH
Tue07.11.201712:30 - 13:30Sem.R. DB gelb 04 hWTH
Wed08.11.201714:00 - 15:30Sem.R. DB gelb 04 hWTH
Thu09.11.201712:00 - 14:00Sem.R. DB gelb 07 VO hWTH
Tue14.11.201712:30 - 13:30Sem.R. DB gelb 04 hWTH
Thu16.11.201712:00 - 14:00Sem.R. DB gelb 07 VO hWTH
Tue21.11.201712:30 - 13:30Sem.R. DB gelb 04 hWTH
Wed22.11.201714:00 - 15:30Sem.R. DB gelb 04 hWTH

Examination modalities

mündlich

Course registration

Not necessary

Curricula

Study CodeObligationSemesterPrecon.Info
066 395 Statistics and Mathematics in Economics Mandatory
860 GW Optional Courses - Technical Mathematics Not specified

Literature

No lecture notes are available.

Previous knowledge

Measure  & Probability Theory

Miscellaneous

Language

German