Graduate course, University of Warwick, Warwick Business School, 2023
The module provides a thorough introduction into probability spaces, random variables, expectation, convergence of random variables and uniform integrability. It is specifically tailored for students taking the Master’s in Mathematical Finance at the University of Warwick. Lecture notes available upon request.
Graduate course, University of Warwick, Warwick Business School, 2022
The module provides a thorough introduction into probability spaces, random variables, expectation, convergence of random variables and uniform integrability. It is specifically tailored for students taking the Master’s in Mathematical Finance at the University of Warwick. Lecture notes available upon request.
Graduate course, University of Warwick, Statistics Department, 2021
The module provides a thorough introduction into discrete-time martingale theory, Brownian motion, and stochastic calculus, illustrated by examples from Mathematical Finance.
Undergraduate course, University of Warwick, Statistics Department, 2021
The module give an introduction to discrete Markov processes, the long-run behaviour of Markov chains, and related applications.
Graduate course, University of Warwick, Warwick Business School, 2021
The module provides a thorough introduction into probability spaces, random variables, expectation, convergence of random variables and uniform integrability. It is specifically tailored for students taking the Master’s in Mathematical Finance at the University of Warwick. Lecture notes available upon request.
Undergraduate course, University of Warwick, Mathematics Department, 2020
The module covers the Hahn-Banach theorem, the Banach-Steinhaus Theorem, the definition of weak and weak$^*$ convergence, the Banach-Alaoglu theorem etc.
Undergraduate course, University of Warwick, Statistics Department, 2020
The module give an introduction to discrete Markov processes, the long-run behaviour of Markov chains, and related applications.
Graduate course, University of Warwick, Warwick Business School, 2020
The module provides a thorough introduction into probability spaces, random variables, expectation, convergence of random variables and uniform integrability. It is specifically tailored for students taking the Master’s in Mathematical Finance at the University of Warwick. Lecture notes available upon request.
Undergraduate course, University of Warwick, Mathematics Department, 2019
The Module covers the the construction of a measure from outer measure, the construction of the Lebesgue’s measure, Lebesgue-Stieltjes measures, examples of non-measurable sets, Lusin’s Theorem, Egoroff’s Theorem, Radon-Nikodym theorem, Riesz representation theorem etc.