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Syllabus
Mock Exam 2 (self-test)
Mock Exam 2 (self-test, solutions)
Lecture Notes (complete)
Appendix A. Review of Basic Probability (prerequisites)
Appendix B. Discrete-Time Martingales (lectures 4-6)
Appendix C. Snell Envelopes and Optimal Stopping Problems (lectures 8-9)
Appendix D. Separating Hyperplane Theorem
For further information please contact: Prof. Dr. Delia Marina Coculescu
Module: 13.06.2025 9:00-12:00, Room: Y15G19 Seats: 175, Type: written examRepetition: 03.09.2025 9:00-12:00, Room: Y27H28 Seats: 50, Type: written exam
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