Study programme 20202021  Français  
Probability and Statistics  Supplementary Course  
Programme component of Bachelor's in Mathematics à la Faculty of Science 
Students are asked to consult the ECTS course descriptions for each learning activity (AA) to know what special Covid19 assessment methods are possibly planned for the end of Q3 

Code  Type  Head of UE  Department’s contact details  Teacher(s) 

USB3SCMATH029M  Compulsory UE  GROSSEERDMANN Karl  S844  Probabilité et statistique 

Language of instruction  Language of assessment  HT(*)  HTPE(*)  HTPS(*)  HR(*)  HD(*)  Credits  Weighting  Term 

 Français  30  20  0  0  0  6  6.00  2nd term 
AA Code  Teaching Activity (AA)  HT(*)  HTPE(*)  HTPS(*)  HR(*)  HD(*)  Term  Weighting 

SMATH026  Probability and Statistics  Supplementary Course  30  20  0  0  0  Q2  100.00% 
Programme component 

Objectives of Programme's Learning Outcomes
Learning Outcomes of UE
Introduction to complementary topics in probability, finance and statistics
Content of UE
 Complements in probability: mixed random variables, generalised inverse, simulation
 Finance: risk measures, price of options
 Statistics: gaussian linear regression
Prior Experience
Good knowledge of the course of Praobability and Statistics I
Type of Assessment for UE in Q2
Q2 UE Assessment Comments
Not applicable
Type of Assessment for UE in Q3
Q3 UE Assessment Comments
Not applicable
Type of Teaching Activity/Activities
AA  Type of Teaching Activity/Activities 

SMATH026 

Mode of delivery
AA  Mode of delivery 

SMATH026 

Required Reading
AA  

SMATH026 
Required Learning Resources/Tools
AA  Required Learning Resources/Tools 

SMATH026  Exercise sheets 
Recommended Reading
AA  

SMATH026 
Recommended Learning Resources/Tools
AA  Recommended Learning Resources/Tools 

SMATH026  Not applicable 
Other Recommended Reading
AA  Other Recommended Reading 

SMATH026  Hans Föllmer, Alexander Schied : Stochastic finance : An introduction to discrete time, de Gruyter JeanMarc Azaïs et JeanMarc Bardet : Le modèle linéaire par l'exemple : régression, analyse de la variance, Dunod 
Grade Deferrals of AAs from one year to the next
AA  Grade Deferrals of AAs from one year to the next 

SMATH026  Authorized 