Calendar

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  
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, plus martingale note
38 Review for Final Exam  
39 Review for Final Exam  
40 Final Exam