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Probability Theory for Economics and Finance

Please register for this lecture in HISinOne!


taught by Dr. Jonathan Ansari


The lecture will cover a range of relevant mathematical tools and techniques from probability theory that are typically required for further studies in economics and finance.

At the end of the course students should be able to understand and apply these tools. Further, the methods discussed in class will help students to read current research papers in finance and economics.

During the semester the students practice the methods which are discussed in class with the help of problem sets.

Date Lecture

The lecture will be taught virtually via Zoom (live).

Fridays, 2:15pm - 3:45pm

Start date

January 7 - February 11, 2022 as a Block Course


PrerequisiteGood command of calculus and linear algebra at the undergraduate level

60 minutes written exam.

Please find the current examination dates on the examination office's homepage.

For a correct identification, please bring your UniCard AND your ID to the exam.

For details on the registration and the registration period for the first exam, please also look at the websites of the examination offices of Economics and Mathematics for further information!


Course materials will be available on ILIAS.

Please register for the course in HISinOne.



The lecture is open for students of the following studies:

In M.Sc. Economics, the course can be credited in all profiles.

In M.Sc. VWL, the course can be credited for

  • VWL-Theorie (examination regulations from 2011)

  • Accounting, Finance, and Taxation (new examination regulations, valid from winter term 2014/2015)

In M.Sc. BWL, the course can be credited as elective course Volkswirtschaftslehre.



taught by Dr. Jonathan Ansari

Date Tutorial

Thursdays , 2:15pm - 3:45pm                                                                            

The weekly tutorials will be held online

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