This is an optional course. The aim of the course is to introduce some Probability concepts that are extremely important in moder Finance, in a fairly rigorous way. The course will be helpful to students who intend to pursue a master degree.

EXPECTED LEARNING RESULTS

KNOWLEDGE AND UNDERSTANDING
Acquire the basic concepts and properties of Markov chains and discrete time martingales, in a fairly rigorous way.

JUDGEMENT ABILITY
To develop the ability to read a mathematical text with some degree of autonomy.

COMMUNICATION ABILITY
To be able to expose the acquired knowledge in a rigorous and complete way.