Title | Probability Theory |
Quarter | Summer 2017 |
Instructor | Niels Nygaard (niels.nygaard@acads.org) |
Syllabus | Course Description
This is a fast paced 10 week course in Probability theory for individuals with some background in Linear Algebra and Calculus. The course will introduce probability concepts for discrete and continuous random variables. We will apply these concepts to models of financial markets and prove the existence of Risk Neutral Probabilities and compute prices of derivatives. This course will use Python for all programming assignments
Course Objectives:
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Instruction Format | Coursework will have following four important components:
The classrooms will be wi-fi enabled and students are required to bring their laptops for the lab sessions
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Assessment | A letter grade A,B,C,D or F for the course will be decided based on
Projects: 40% of the final grade
Mid Term Exam: 10% of the final grade
Final Exam: 15% of the final grade
Homework: 20% of the final grade
Quizzes: 10% of the final grade
Class Participation:10% of the final grade
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Textbook | No Textbook required |
Pre-Requisite | Prior experience with Python, strong calculus background |
Time | Lecture Time: 8:30 pm to 10 pm EST, Tuesday Lab Time: 8:00 pm to 9:00 pm EST Sunday Virtual Office Hour time: TBA |
Location | |
TA Information | |
Effort Required | 6-10 hours per week |
Certification | Participants who complete the course will receive an instructor-signed certificate with a letter grade |
Computer Requirements | Prior programming experience in Python. |
Get certificate of course completion
Attend highly interactive and hands on TA sessions and get help on projects and in-class programming sessions
Get access to course material, projects, graded homework