Patrick Cheridito: Katalogdaten im Herbstsemester 2022 |
| Name | Herr Prof. Dr. Patrick Cheridito |
| Lehrgebiet | Versicherungsmathematik |
| Adresse | Dep. Mathematik ETH Zürich, HG F 42.3 Rämistrasse 101 8092 Zürich SWITZERLAND |
| Telefon | +41 44 633 87 87 |
| patrick.cheridito@math.ethz.ch | |
| URL | http://www.math.ethz.ch/~patrickc |
| Departement | Mathematik |
| Beziehung | Ordentlicher Professor |
| Nummer | Titel | ECTS | Umfang | Dozierende | |
|---|---|---|---|---|---|
| 364-1058-00L | Risk Center Seminar Series | 0 KP | 2S | H. Schernberg, D. Basin, A. Bommier, D. N. Bresch, S. Brusoni, L.‑E. Cederman, P. Cheridito, F. Corman, H. Gersbach, C. Hölscher, K. Paterson, G. Sansavini, B. Stojadinovic, B. Sudret, J. Teichmann, R. Wattenhofer, U. A. Weidmann, S. Wiemer, M. Zeilinger, R. Zenklusen | |
| Kurzbeschreibung | This 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. | ||||
| Lernziel | Participants 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. | ||||
| Inhalt | This 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. | ||||
| Skript | There 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. | ||||
| Literatur | Literature will be provided by the speakers in their respective presentations. | ||||
| Voraussetzungen / Besonderes | Participants should have relatively good mathematical skills and some experience of how scientific work is performed. | ||||
| 401-0603-00L | Stochastik   Diese Lerneinheit wird im HS 2022 letztmals angeboten. | 4 KP | 2V + 1U | P. Cheridito | |
| Kurzbeschreibung | Die Vorlesung deckt folgende Themenbereiche ab: Wahrscheinlichkeiten, Zufallsvariablen, Wahrscheinlichkeitsverteilungen, gemeinsame und bedingte Wahrscheinlichkeiten und Verteilungen, Gesetz der Grossen Zahlen, zentraler Grenzwertsatz, deskriptive Statistik, schliessende Statistik, Parameterschätzung, Vertrauensintervalle, statistische Tests, Vergleich zweier Stichproben, lineare Regression. | ||||
| Lernziel | Kenntnis der Grundlagen der Wahrscheinlichkeitsrechnung und Statistik. | ||||
| Inhalt | Einführung in die Wahrscheinlichkeitstheorie und Statistik. | ||||
| Skript | https://stat.ethz.ch/~meier/teaching/skript-intro/skript.pdf | ||||
| Literatur | Lukas Meier: Wahrscheinlichkeitsrechnung und Statistik: Eine Einführung für Verständnis, Intuition und Überblick. Springer, 2020. | ||||
| 401-5910-00L | Talks in Financial and Insurance Mathematics | 0 KP | 1K | B. Acciaio, P. Cheridito, D. Possamaï, M. Schweizer, J. Teichmann, M. V. Wüthrich | |
| Kurzbeschreibung | Research colloquium | ||||
| Lernziel | |||||
| Inhalt | Regular research talks on various topics in mathematical finance and actuarial mathematics | ||||