FE540 Probability theory for Financial Engineering



Course Catalog Description

Introduction

The goals of this course is to provide FE and FA students with the necessary probability theory background to ensure a better performance in the rest of the FE/FA programs. In particular the concepts of sigma fields or algebras are not covered in undergraduate probability courses these are fundamental for stochastic processes and for properly define random variables. The students will learn to perform probability reasoning and fundamental probability calculations to help them with the derivations in statistics, time series, and stochastic calculus.

Campus Fall Spring Summer
On Campus X
Web Campus

Instructors

Professor Email Office
Ionut Florescu
ifloresc@stevens.edu Babbio 544