CATALOG DESCRIPTION: Fundamentals of random variables; mean-squared estimation; limit theorems and convergence; definition of random processes; autocorrelation and stationarity; Gaussian and Poisson ...

Ivan Bajic (ibajic at ensc.sfu.ca) Office hours: Monday and Wednesday, 13:00-14:00 online (Zoom, see the link in course materials) Introduction to the theories of probability and random variables, and ...

The Monte Carlo simulation estimates the probability of different outcomes in a process that cannot easily be predicted because of the potential for random variables.

This course is available on the MSc in Financial Mathematics, MSc in Mathematics and Computation and MSc in Quantitative Methods for Risk Management. This course is available with permission as an ...

This course covers the ideas underlying statistical modelling, its implementation through computational methods, and links to practical applications. Topics include probability and random variables, ...

This course is available on the MSc in Applicable Mathematics, MSc in Financial Mathematics and MSc in Quantitative Methods for Risk Management. This course is available as an outside option to ...

Fuzzy statistics and random variables represent a progressive fusion of traditional probability theory with the principles of fuzzy logic, enabling the treatment of imprecision and vagueness inherent ...