Marcov Processes

Course content

Systematic extension of the basic knowledge acquired in the bachelor's degree programme in mathematics and expansion of knowledge and expertise in additional areas of mathematics

  • Gain an understanding of the complex links between the different areas of applied and pure mathematics
  • Studying theories and mastering their complex methods and studying in-depth mathematical applications also through project-type examples
  • Deeper insight and expertise in core methods of mathematical statistics in order to assess power and optimality of statistical methods
  • Ability to develop (optimal) confidence sets
  • Knowledge of statistical methods for high dimensional data
  • Understanding the basic probabilistic treatment of financial time series and acquiring knowledge of properties of statistical methods for it.
  • Expertise in modeling real data  

Course information

Code 1294993
Degree programme(s) Mathematics
Lecturer(s) Prof. Dr. Bendikt Jahnel
Type of course Lecture and exercise course
Semester Summer semester
Language of instruction English
Level of study Master
ECTS credits  
Contact person