Beatrice Acciaio: Catalogue data in Spring Semester 2021

Name Prof. Dr. Beatrice Acciaio
FieldMathematics
Address
Professur für Mathematik
ETH Zürich, HG G 54.3
Rämistrasse 101
8092 Zürich
SWITZERLAND
Telephone+41 44 632 29 55
E-mailbeatrice.acciaio@math.ethz.ch
URLhttps://people.math.ethz.ch/~beacciaio/
DepartmentMathematics
RelationshipFull Professor

NumberTitleECTSHoursLecturers
401-0604-00LProbability Theory and Statistics Information 4 credits2V + 1UB. Acciaio
AbstractProbability models and applications, introduction to statistical estimation and statistical tests.
ObjectiveAbility to understand the covered methods and models from probability theory and to apply them in other contexts. Ability to perform basic statistical tests and to interpret the results.
ContentThe concept of probability space and some classical models: the axioms of Kolmogorov, easy consequences, discrete models, densities, product spaces, relations between various models, distribution functions, transformations of probability distributions. Conditional probabilities, definition and examples, calculation of absolute probabilities from conditional probabilities, Bayes' formula, conditional distribution. Expectation of a random variable,application to coding, variance, covariance and correlation, linear estimator, law of large numbers, central limit theorem. Introduction to statistics: estimation of parameters and tests
Lecture notesyes
LiteratureTextbuch: P. Brémaud: 'An Introduction to Probabilistic Modeling', Springer, 1988.
401-5910-00LTalks in Financial and Insurance Mathematics Information 0 credits1KB. Acciaio, P. Cheridito, D. Possamaï, M. Schweizer, J. Teichmann, M. V. Wüthrich
AbstractResearch colloquium
ObjectiveIntroduction to current research topics in "Insurance Mathematics and Stochastic Finance".
Contenthttps://www.math.ethz.ch/imsf/courses/talks-in-imsf.html