1002L - TOPICS IN PROBABILITY AND FINANCE

courses
ID:
1002L
Duration (hours):
24
CFU:
3
SSD:
PROBABILITÀ E STATISTICA MATEMATICA
Located in:
PESCARA
Url:
ECONOMICS AND COMMERCE/CORSO GENERICO Year: 3
Year:
2025
Course Catalogue:
https://unich.coursecatalogue.cineca.it/af/2025?co...

Overview

Date/time interval

Primo Semestre (17/09/2025 - 14/12/2025)

Syllabus

Course Objectives


This is an optional course. The aim of the course is to introduce some Probability concepts that are extremely important in modern Finance, in a fairly rigorous way. The course will be helpful to students who intend to pursue a master degree.
EXPECTED LEARNING RESULTS KNOWLEDGE AND UNDERSTANDING: To acquire the fundamental concepts underlying stochastic process theory in a fairly rigorous manner.
JUDGEMENT ABILITY: To develop the ability to read a mathematical text with some degree of autonomy.
COMMUNICATION ABILITY: To be able to expose the acquired knowledge in a rigorous and complete way.

Course Prerequisites


Having passed the exams of Probability and Mathematical Analysis.

Teaching Methods


Meetings with the professor. Individual reading and study.

Assessment Methods


Expository talk or oral exam.

Texts


None.

Contents


Advanced topics in Probability Theory with financial applications, in English.

Course Language


English.

More information


See the professor web page at https://www.dec.unich.it

Degrees

Degrees

ECONOMICS AND COMMERCE 
Bachelor’s Degree
3 years
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