FIN-415: Probability and stochastic calculusThis course gives an introduction to probability theory and stochastic calculus in discrete and continuous time. The fundamental notions and techniques introduced in this course have many applicatio
MATH-432: Probability theoryThe course is based on Durrett's text book
Probability: Theory and Examples.
It takes the measure theory approach to probability theory, wherein expectations are simply abstract integrals.
MATH-189: MathematicsCe cours a pour but de donner les fondements de mathématiques nécessaires à l'architecte contemporain évoluant dans une école polytechnique.
MATH-495: Mathematical quantum mechanicsQuantum mechanics is one of the most successful physical theories. This course presents the mathematical formalism (functional analysis and spectral theory) that underlies quantum mechanics. It is sim