This course is available on the MSc in Quantitative Methods for Risk Management, MSc in Statistics, MSc in Statistics (Financial Statistics), MSc in Statistics (Financial Statistics) (Research) and ...

This course is available on the MSc in Quantitative Methods for Risk Management, MSc in Statistics (Financial Statistics) and MSc in Statistics (Financial Statistics) (Research). This course is ...

Topics: This is a course about stochastic processes: martingales, Brownian Motion, Gaussian processes, stationary processes and ergodic theory, exchangeable processes. More information will be ...

Topics, Assignments, Exams: See Course Outline below. Texts: Probability and Measure by Billingsley and A First Look at Rigorous Probability Theory by Rosenthal.