2017-18 Catalog

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Analytical Finance

http://catalog.lehigh.edu/coursesprogramsandcurricula/interdisciplinarygraduatestudyandresearch/analyticalfinance/

...following MATH/STAT courses: STAT 434 / MATH 334...courses: ISE 458. (ECO 463) Game Theory (3...

MATH 463 (STAT 463) Advanced Probability 3 Credits

Measure theoretic foundations; random variables, integration in a measure space, expectations; convergence of random variables and probability measures; conditional expectations; characteristic functions; sums of random variables, limit theorems.
Prerequisites: MATH 309 and MATH 401

STAT 463 (MATH 463) Advanced Probability 3 Credits

See MATH 463.
Prerequisites: MATH 309 and MATH 401