SES # | TOPICS | KEY DATES |
---|---|---|
1 | Permutations and combinations | |
2 | Multinomial coefficients and more counting | |
3 | Sample spaces and set theory | |
4 | Axioms of probability | |
5 | Probability and equal likelihood | Problem Set 1 due |
6 | Conditional probabilities | |
7 | Bayes’ formula and independent events | |
8 | Discrete random variables | Problem Set 2 due |
9 | Expectations of discrete random variables | |
10 | Variance | Problem Set 3 due |
11 | Binomial random variables, repeated trials and the so-called modern portfolio theory | |
12 | Poisson random variables | |
13 | Poisson processes | Problem Set 4 due |
14 | More discrete random variables | |
15 | Review for midterm exam 1 | |
16 | Midterm exam 1 | |
17 | Continuous random variables | |
18 | Normal random variables | Problem Set 5 due |
19 | Exponential random variables | |
20 | More continuous random variables | |
21 | Joint distribution functions | Problem Set 6 due |
22 | Sums of independent random variables | |
23 | Expectation of sums | |
24 | Covariance and some conditional expectation exercises | Problem Set 7 due |
25 | Conditional expectation | |
26 | Moment generating functions | |
27 | Weak law of large numbers | Problem Set 8 due |
28 | Review for midterm exam 2 | |
29 | Midterm exam 2 | |
30 | Central limit theorem | |
31 | Strong law of large numbers and Jensen’s inequality | |
32 | Markov chains | Problem Set 9 due |
33 | Entropy | |
34 | Martingales and the optional stopping time theorem | |
35 | Martingales and risk neutral probability | |
36 | Risk neutral probability and Black-Scholes | |
37 | Review for final exam | Problem Set 10 due |
38 | Review for final exam (cont.) | |
39 | Review for final exam (cont.) | |
40 | Final exam |
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