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 | |
11 | Binomial random variables, repeated trials and the so-called Modern Portfolio Theory | Problem Set 3 due |
12 | Poisson random variables | |
13 | Poisson processes | |
14 | More discrete random variables | Problem Set 4 due |
15 | Continuous random variables | |
16 | Review for Midterm Exam 1 | |
17 | Midterm Exam 1 | |
18 | Uniform random variables | |
19 | Normal random variables | |
20 | Exponential random variables | Problem Set 5 due |
21 | More continuous random variables | |
22 | Joint distribution functions | |
23 | Sums of independent random variables | Problem Set 6 due |
24 | Expectation of sums | |
25 | Covariance and correlation | |
26 | Conditional expectation | Problem Set 7 due |
27 | Moment generating distributions | |
28 | Review for Midterm Exam 2 | |
29 | Midterm Exam 2 | |
30 | Weak law of large numbers | |
31 | Central limit theorem | Problem Set 8 due |
32 | Strong law of large numbers and Jensen’s inequality | |
33 | Markov chains | |
34 | Entropy | Problem Set 9 due |
35 | Martingales and the Optional Stopping Time Theorem | |
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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Spring
2014
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