Gaussian processes offer a versatile framework to model and analyse continuous random phenomena, making them particularly useful in quantifying the probability of ruin in financial and insurance ...

Graduate standing, or permission of instructor. Statistics, and real analysis at the undergraduate engineering or mathematics level; graduate level probability and stochastic processes (IEMS 460-1); ...

This is a graduate-level course focused on techniques and models in modern discrete probability. Topics include: the first and second moment methods, martingales, concentration inequalities, branching ...

This course is compulsory on the MSc in Quantitative Methods for Risk Management. This course is available on the MSc in Econometrics and Mathematical Economics, MSc in Financial Mathematics, MSc in ...

The area of financial mathematics is concerned with the development and the analysis of models that can be of use to the valuation of investments in financial assets. Since the pioneering days of ...

A first introduction to probability and statistics. This course will provide background to understand and produce rigorous statistical analysis including estimation, confidence intervals, hypothesis ...