| SES # | TOPICS | KEY DATES |
|---|---|---|
| 1 | Permutations and combinations | |
| 2 | Multinomial coefficients and more counting | |
| 3 | Sample spaces and set theory | |
| 4 | Axioms of probability | |
| 5 | Probability and equal likelihood | Problem Set 1 due |
| 6 | Conditional probabilities | |
| 7 | Bayes' formula and independent events | |
| 8 | Discrete random variables | Problem Set 2 due |
| 9 | Expectations of discrete random variables | |
| 10 | Variance | |
| 11 | Binomial random variables, repeated trials and the so-called Modern Portfolio Theory | Problem Set 3 due |
| 12 | Poisson random variables | |
| 13 | Poisson processes | |
| 14 | More discrete random variables | Problem Set 4 due |
| 15 | Continuous random variables | |
| 16 | Review for Midterm Exam 1 | |
| 17 | Midterm Exam 1 | |
| 18 | Uniform random variables | |
| 19 | Normal random variables | |
| 20 | Exponential random variables | Problem Set 5 due |
| 21 | More continuous random variables | |
| 22 | Joint distribution functions | |
| 23 | Sums of independent random variables | Problem Set 6 due |
| 24 | Expectation of sums | |
| 25 | Covariance and correlation | |
| 26 | Conditional expectation | Problem Set 7 due |
| 27 | Moment generating distributions | |
| 28 | Review for Midterm Exam 2 | |
| 29 | Midterm Exam 2 | |
| 30 | Weak law of large numbers | |
| 31 | Central limit theorem | Problem Set 8 due |
| 32 | Strong law of large numbers and Jensen's inequality | |
| 33 | Markov chains | |
| 34 | Entropy | Problem Set 9 due |
| 35 | Martingales and the Optional Stopping Time Theorem | |
| 36 | Risk Neutral Probability and Black-Scholes | |
| 37 | Review for Final Exam | Problem Set 10 due |
| 38 | Review for Final Exam (cont.) | |
| 39 | Review for Final Exam (cont.) | |
| 40 | Final Exam |