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 and correlation  
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
38 Review for Final Exam (cont.)  
39 Review for Final Exam (cont.)  
40 Final Exam