6 ECTS credits
150 h study time
Offer 1 with catalog number 4015707FNR for all students in the 2nd semester of even academic years (e.g. 2012-2013)
at
a (F) Master - specialised level.
- Semester
- biennial: 2nd semester of an even academic year (e.g. 2012-2013)
- Enrollment based on exam contract
- Impossible
- Grading method
- Grading (scale from 0 to 20)
- Can retake in second session
- Yes
- Enrollment Requirements
- Students must have followed ‘Stochastic Processes’ , before they can enroll for ‘Financial modelling’.
- Taught in
- Dutch
- Faculty
- Faculteit Wetenschappen en Bio-ingenieurswetensch.
- Department
- Mathematics
- Educational team
- Yves-Caoimhin SWAN
(course titular)
- Activities and contact hours
- 30 contact hours Lecture
30 contact hours Seminar, Exercises or Practicals
- Course Content
- Non-asymptotic approximations
- Stein’s method for Wasserstein bounds in normal approximation
- Sein couplings: Exchangeable pairs, size-, zero- and X-P bias transforms
- Berry-Esseen bounds
- Bounds in Wasserstein distance through comparison of operators
- Further topics
- Course material
- Digital course material (Required) : Course available on the learning platform, Learning platform
Handbook (Recommended) : Normal approximation by Stein’s method, Chen, L. H., Goldstein, L., & Shao, Q. M., Springer Science & Business Media, 2010
- Additional info
none
- Learning Outcomes
-
General competencies
- The student knows the basics of Stein’s method
- The student can work with articles and present a scientific topic for the audience
- The student is able to start a master these within this research area
- Grading
-
The final grade is composed based on the following categories:
Written Exam determines 30% of the final mark.
PRAC Practical Assignment determines 70% of the final mark.
Within the Written Exam category, the following assignments need to be completed:
- Written exam
with a relative weight of 1
which comprises 30% of the final mark.
Within the PRAC Practical Assignment category, the following assignments need to be completed:
- Project
with a relative weight of 1
which comprises 70% of the final mark.
- Additional info regarding evaluation
Project 70%
Written exam 30%
- Allowed unsatisfactory mark
- The supplementary Teaching and Examination Regulations of your faculty stipulate whether an allowed unsatisfactory mark for this programme unit is permitted.
Academic context
This offer is part of the following study plans:
Master of Mathematics: Financial and Applied Mathematics (only offered in Dutch)