## Martin Schweizer: Catalogue data in Spring Semester 2020 |

Name | Prof. Dr. Martin Schweizer |

Field | Mathematik |

Address | Professur für Mathematik ETH Zürich, HG G 51.2 Rämistrasse 101 8092 Zürich SWITZERLAND |

Telephone | +41 44 632 33 51 |

Fax | +41 44 632 14 74 |

martin.schweizer@math.ethz.ch | |

URL | http://www.math.ethz.ch/~mschweiz |

Department | Mathematics |

Relationship | Full Professor |

Number | Title | ECTS | Hours | Lecturers | |
---|---|---|---|---|---|

401-2604-00L | Probability and Statistics | 7 credits | 4V + 2U | M. Schweizer | |

Abstract | - Discrete probability spaces - Continuous models - Limit theorems - Introduction to statistics | ||||

Learning objective | The goal of this course is to provide an introduction to the basic ideas and concepts from probability theory and mathematical statistics. This includes a mathematically rigorous treatment as well as intuition and getting acquainted with the ideas behind the definitions. The course does not use measure theory systematically, but does point out where this is required and what the connections are. | ||||

Content | - Discrete probability spaces: Basic concepts, Laplace models, random walks, conditional probabilities, independence - Continuous models: general probability spaces, random variables and their distributions, expectation, multivariate random variables - Limit theorems: weak and strong law of large numbers, central limit theorem - Introduction to statistics: What is statistics?, point estimators, statistical tests, confidence intervals | ||||

Lecture notes | There will be lecture notes (in German) that are continuously updated during the semester. | ||||

Literature | A. DasGupta, Fundamentals of Probability: A First Course, Springer (2010) J. A. Rice, Mathematical Statistics and Data Analysis, Duxbury Press, second edition (1995) | ||||

401-5910-00L | Talks in Financial and Insurance Mathematics | 0 credits | 1K | P. Cheridito, M. Schweizer, J. Teichmann, M. V. Wüthrich | |

Abstract | Research colloquium | ||||

Learning objective | Introduction to current research topics in "Insurance Mathematics and Stochastic Finance". | ||||

Content | https://www.math.ethz.ch/imsf/courses/talks-in-imsf.html | ||||

406-2604-AAL | Probability and StatisticsEnrolment ONLY for MSc students with a decree declaring this course unit as an additional admission requirement. Any other students (e.g. incoming exchange students, doctoral students) CANNOT enrol for this course unit. | 7 credits | 15R | M. Schweizer | |

Abstract | - Discrete probability spaces - Continuous models - Limit theorems - Introduction to statistics | ||||

Learning objective | The goal of this course is to provide an introduction to the basic ideas and concepts from probability theory and mathematical statistics. This includes a mathematically rigorous treatment as well as intuition and getting acquainted with the ideas behind the definitions. The course does not use measure theory systematically, but does point out where this is required and what the connections are. | ||||

Content | - Probability: Chapters 1-12 from the book by DasGupta - Statistics: Chapters 8-11 from the book by Rice | ||||

Lecture notes | There will be lecture notes (in German) that are continuously updated during the semester. | ||||

Literature | A. DasGupta, Fundamentals of Probability: A First Course, Springer (2010) J. A. Rice, Mathematical Statistics and Data Analysis, Duxbury Press, second edition (1995) | ||||

Prerequisites / Notice | Some of the exercise classes associated to the original course (which is in German) will be offered in English. |