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Dublin City University-Computer Science
Fall 2021 Semester Dublin

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Course Overview

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Probability and Finance I (Intermediate)

Probability and Finance I (Intermediate) Course Overview

OVERVIEW

CEA Partner Institution: Dublin City University
Location: Dublin, Ireland
Primary Subject Area: Mathematics
Other Subject Area: Finance
Instruction in: English
Course Details: Level 400
Recommended Semester Credits: 4
Prerequisites: None

DESCRIPTION

This module provides a self-contained treatment of the axiomatic theory of probability, including the theory of expectation (integration) and conditional expectation. While no prior knowledge of these topics is assumed, some familiarity with abstract mathematical reasoning is expected. The module contains also a brief introduction to discrete-time martingales, concentrating on their role in the theory of discrete-time finance, and especially in the theory of option pricing. No prior knowledge of finance is assumed. The end of semester examination is of two hours? duration and a choice of questions is available for students.

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