This course is available on the BSc in Financial Mathematics and Statistics, BSc in Mathematics and Economics and BSc in Mathematics with Economics. This course is available as an outside option to students on other programmes where regulations permit. This course is available with permission to General Course students.
This course is available on the BSc in Financial Mathematics and Statistics, BSc in Mathematics and Economics and BSc in Mathematics with Economics. This course is available as an outside option to students on other programmes where regulations permit. This course is available with permission to General Course students.
This course is delivered through a combination of classes and lectures totalling a minimum of 30 hours across Michaelmas Term. This year, apart from pre-recorded lecture videos, there will be a weekly live online session of an hour. Depending on circumstances, classes might be online.
Written answers to set problems will be expected on a weekly basis.
Comprehensive lecture notes will be provided. The following books may prove useful:? D Williams, Probability with Martingales. J. Jacod & P. Protter, Probability Essentials; A. Klenke Probability Theory. A Comprehensive Course
Exam (100%, duration: 2 hours) in the summer exam period.