Probability (1 º Sem 2020/2021)

ECO , ECN , FIN , GES , MNG , MAEG

Objectives


This course is designed to serve as a first graduate course in probability theory. It provides a foundation for the subjects that follow, covering topics in statistics, stochastic OR, stochastic processes and econometrics. The focus is placed on the notion of random variable as a mean for describing random phenomena. The tools that allow for meaningful understanding of these phenomena are also provided. Problem solving exercises considering a number of different cases is a significant part of the course.