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Probability Theory

Key information

  • Module code:

    7CCMFM01

  • Level:

    7

  • Semester:

      Autumn

  • Credit value:

    15

Module description

Syllabus

Probability measures, sigma-algebras and probability spaces. Random variables and their distributions. Integration with respect to a probability measure. Expectation, moments and generating functions. Independent random variables. Modes of convergence in probability theory. Conditional expectation.

Assessment details

  • 2 hr written examination
  • Class test
  • Alternative assessment

Educational aims & objectives

The objective of the module is to introduce the standard concepts of modern probability, which is a key ingredient for understanding financial mathematics and other applied areas.

Teaching pattern

Two hours of lectures, 1 tutorial and 1 walk-in tutorial per week

Suggested reading list

Suggested reading/resources (link to My Reading Lists)

Department

Module description disclaimer

King’s College London reviews the modules offered on a regular basis to provide up-to-date, innovative and relevant programmes of study. Therefore, modules offered may change. We suggest you keep an eye on the course finder on our website for updates.

Please note that modules with a practical component will be capped due to educational requirements, which may mean that we cannot guarantee a place to all students who elect to study this module.

Please note that the module descriptions above are related to the current academic year and are subject to change.