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.

2018W, 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 - 13:3002.10.2018 - 22.01.2019Sem.R. DB gelb 04 hWTH
Tue13:30 - 15:3002.10.2018Sem.R. DB gelb 04 VO hWTH
Wed14:00 - 15:3003.10.2018 - 23.01.2019Sem.R. DB gelb 04 hWTH
Thu12:00 - 14:0004.10.2018Sem.R. DB gelb 07 hWTH
Thu12:00 - 14:0011.10.2018 - 24.01.2019Sem.R. DB gelb 07 VO hWTH
Advanced Probabilty Theory - Single appointments
DayDateTimeLocationDescription
Tue02.10.201812:30 - 13:30Sem.R. DB gelb 04 hWTH
Tue02.10.201813:30 - 15:30Sem.R. DB gelb 04 VO hWTH
Wed03.10.201814:00 - 15:30Sem.R. DB gelb 04 hWTH
Thu04.10.201812:00 - 14:00Sem.R. DB gelb 07 hWTH
Tue09.10.201812:30 - 13:30Sem.R. DB gelb 04 hWTH
Wed10.10.201814:00 - 15:30Sem.R. DB gelb 04 hWTH
Thu11.10.201812:00 - 14:00Sem.R. DB gelb 07 VO hWTH
Tue16.10.201812:30 - 13:30Sem.R. DB gelb 04 hWTH
Wed17.10.201814:00 - 15:30Sem.R. DB gelb 04 hWTH
Thu18.10.201812:00 - 14:00Sem.R. DB gelb 07 VO hWTH
Tue23.10.201812:30 - 13:30Sem.R. DB gelb 04 hWTH
Wed24.10.201814:00 - 15:30Sem.R. DB gelb 04 hWTH
Thu25.10.201812:00 - 14:00Sem.R. DB gelb 07 VO hWTH
Tue30.10.201812:30 - 13:30Sem.R. DB gelb 04 hWTH
Wed31.10.201814:00 - 15:30Sem.R. DB gelb 04 hWTH
Tue06.11.201812:30 - 13:30Sem.R. DB gelb 04 hWTH
Wed07.11.201814:00 - 15:30Sem.R. DB gelb 04 hWTH
Thu08.11.201812:00 - 14:00Sem.R. DB gelb 07 VO hWTH
Tue13.11.201812:30 - 13:30Sem.R. DB gelb 04 hWTH
Wed14.11.201814:00 - 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