ETH Zürich - D-MATH - SFG (Stochastic Finance Group) - HOME - update on 2022-12-29

Lecture Wahrscheinlichkeitstheorie und Statistik

We provide several commented implementations of important concepts to accompany the lecture. We shall use ipython notebooks to deepen our understanding for concepts of the lecture course. Please just get acquainted with Jupyter notebooks or with Google Colab, where you can run the notebooks directly. In the sequel relevant material for the lecture as well as notebooks are linked.

The current slides of the course can be found here. Updates will be included through the term.

• A very interesting article on Origin and Legacy of Kolmogorov's Grundbegriffe by Glenn Shafer and Vladimir Vovk has recently appeared as preprint.
• You can find two great notebooks at Peter Norvig's inspiring page illustrating simple and advanced concepts of basic probability. A modified notebook containing addtionally examples on random walks, Bayes method and Monte Carlo methods can be found at the actualized notebook link. A small notebook on the limit theorems can be found here, another on some statistical concepts.