Patrick Cheridito: Catalogue data in Autumn Semester 2021

Name Prof. Dr. Patrick Cheridito
FieldInsurance Mathematics
Address
Dep. Mathematik
ETH Zürich, HG F 42.3
Rämistrasse 101
8092 Zürich
SWITZERLAND
Telephone+41 44 633 87 87
E-mailpatrick.cheridito@math.ethz.ch
URLhttp://www.math.ethz.ch/~patrickc
DepartmentMathematics
RelationshipFull Professor

NumberTitleECTSHoursLecturers
364-1058-00LRisk Center Seminar Series0 credits2SB. J. Bergmann, D. Basin, A. Bommier, D. N. Bresch, L.‑E. Cederman, P. Cheridito, F. Corman, O. Fink, H. Gersbach, C. Hölscher, K. Paterson, H. Schernberg, F. Schweitzer, D. Sornette, B. Stojadinovic, B. Sudret, J. Teichmann, U. A. Weidmann, S. Wiemer, M. Zeilinger, R. Zenklusen
AbstractThis course is a mixture between a seminar primarily for PhD and postdoc students and a colloquium involving invited speakers. It consists of presentations and subsequent discussions in the area of modeling complex socio-economic systems and crises. Students and other guests are welcome.
ObjectiveParticipants should learn to get an overview of the state of the art in the field, to present it in a well understandable way to an interdisciplinary scientific audience, to develop novel mathematical models for open problems, to analyze them with computers, and to defend their results in response to critical questions. In essence, participants should improve their scientific skills and learn to work scientifically on an internationally competitive level.
ContentThis course is a mixture between a seminar primarily for PhD and postdoc students and a colloquium involving invited speakers. It consists of presentations and subsequent discussions in the area of modeling complex socio-economic systems and crises. For details of the program see the webpage of the colloquium. Students and other guests are welcome.
Lecture notesThere is no script, but a short protocol of the sessions will be sent to all participants who have participated in a particular session. Transparencies of the presentations may be put on the course webpage.
LiteratureLiterature will be provided by the speakers in their respective presentations.
Prerequisites / NoticeParticipants should have relatively good mathematical skills and some experience of how scientific work is performed.
401-0603-00LStochastics (Probability and Statistics) Information Restricted registration - show details 4 credits2V + 1UP. Cheridito
AbstractThe following concepts are covered: probabilities, random variables, probability distributions, joint and conditional probabilities and distributions, law of large numbers, central limit theorem, descriptive statistics, statistical inference, parameter estimation, confidence intervals, statistical tests, two-sample tests, linear regression.
ObjectiveKnowledge of the basic principles of probability theory and statistics.
ContentIntroduction to probability theory and statistics.
Lecture noteshttps://stat.ethz.ch/~meier/teaching/skript-intro/skript.pdf
LiteratureLukas Meier: Wahrscheinlichkeitsrechnung und Statistik: Eine Einführung für Verständnis, Intuition und Überblick. Springer, 2020.
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
Objective
ContentRegular research talks on various topics in mathematical finance and actuarial mathematics