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Probability and Finance Courses: Part IA (First Year) Part IB (Second Year) (Third Year)

This document outlines the course structure and options for Part III of the Mathematical Tripos at the University of Cambridge. It lists the courses offered in Probability and Finance, as well as Statistics. For Probability and Finance, there are 8 courses offered in the Michaelmas and Lent terms that cover topics like advanced probability, financial models, stochastic calculus, random walks, and random planar geometry. For Statistics, there are 7 courses offered across the two terms on subjects including modern statistical methods, causal inference, astrostatistics, statistical learning, and analysis of survival data. All courses listed are examinable in Part III of the Mathematical Tripos.

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Sammar Ellahi
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57 views

Probability and Finance Courses: Part IA (First Year) Part IB (Second Year) (Third Year)

This document outlines the course structure and options for Part III of the Mathematical Tripos at the University of Cambridge. It lists the courses offered in Probability and Finance, as well as Statistics. For Probability and Finance, there are 8 courses offered in the Michaelmas and Lent terms that cover topics like advanced probability, financial models, stochastic calculus, random walks, and random planar geometry. For Statistics, there are 7 courses offered across the two terms on subjects including modern statistical methods, causal inference, astrostatistics, statistical learning, and analysis of survival data. All courses listed are examinable in Part III of the Mathematical Tripos.

Uploaded by

Sammar Ellahi
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOC, PDF, TXT or read online on Scribd
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Part IA

Part IB Part II
(First
year) (Second year) (Third year)

Analysis I Analysis and Topology Algebraic Geometry


Differential Complex Analysis Algebraic Topology
Equations Complex Methods Analysis of Functions
Dynamics Electromagnetism Applications of Quantum Mechanics
and Fluid Dynamics Applied Probability
Relativity Geometry Asymptotic Methods
Groups Groups, Rings and Modules Automata and Formal Languages
Numbers Linear Algebra Classical Dynamics
and Sets Markov Chains Coding and Cryptography
Probability Methods Cosmology
Vector Numerical Analysis Differential Geometry
Calculus Optimization Dynamical Systems
Vectors Quantum Mechanics Electrodynamics
and Statistics Fluid Dynamics II
Matrices Variational Principles Further Complex Methods
Galois Theory
General Relativity
Graph Theory
Integrable Systems
Linear Analysis
Logic and Set Theory
Mathematical Biology
Mathematics of Machine Learning
Number Fields
Number Theory
Numerical Analysis
Principles of Quantum Mechanics
Principles of Statistics
Probability and Measure
Quantum Information and Computation
Representation Theory
Riemann Surfaces
Statistical Modelling
Statistical Physics
Stochastic Financial Models
Topics in Analysis
Waves

Probability and Finance Courses


Title Examinable Term Number of Lectures

Advanced Probability Part III Examinable Michaelmas 24

Advanced Financial Models Part III Examinable Michaelmas 24

Percolation and Related Topics Part III Examinable Michaelmas 16


Title Examinable Term Number of Lectures

Mixing Times of Markov Chains Part III Examinable Michaelmas 16

Stochastic Calculus and Applications Part III Examinable Lent 24

Random Walks and Uniform Spanning Part III Examinable Lent 16


Tress

Random Planar Geometry Part III Examinable Lent 16

Statistics
Title Examinable Term Number of Lectures

Modern Statistical Methods Part III Examinable Michaelmas 24

Causal Inference Part III Examinable Michaelmas 16

Statistics in Medical Practice (Statistics in Part III Examinable Michaelmas 12


Medicine)

Astrostatistics Part III Examinable Lent 24

Topics in Statistical Theory Part III Examinable Lent 16

Analysis of Survival Data (Statistics in Part III Examinable Lent 12


Medicine)

Statistical Learning in Practice Part III Examinable Lent 12 + 12

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