## Patrick Cheridito: Catalogue data in Autumn Semester 2021 |

Name | Prof. Dr. Patrick Cheridito |

Field | Insurance Mathematics |

Address | Dep. Mathematik ETH Zürich, HG F 42.3 Rämistrasse 101 8092 Zürich SWITZERLAND |

Telephone | +41 44 633 87 87 |

patrick.cheridito@math.ethz.ch | |

URL | http://www.math.ethz.ch/~patrickc |

Department | Mathematics |

Relationship | Full Professor |

Number | Title | ECTS | Hours | Lecturers | |
---|---|---|---|---|---|

364-1058-00L | Risk Center Seminar Series | 0 credits | 2S | B. J. Bergmann, D. Basin, A. Bommier, D. N. Bresch, L.‑E. Cederman, P. Cheridito, F. Corman, O. Fink, H. Gersbach, C. Hölscher, K. Paterson, H. Schernberg, F. Schweitzer, D. Sornette, B. Stojadinovic, B. Sudret, J. Teichmann, U. A. Weidmann, S. Wiemer, M. Zeilinger, R. Zenklusen | |

Abstract | This course is a mixture between a seminar primarily for PhD and postdoc students and a colloquium involving invited speakers. It consists of presentations and subsequent discussions in the area of modeling complex socio-economic systems and crises. Students and other guests are welcome. | ||||

Learning objective | Participants should learn to get an overview of the state of the art in the field, to present it in a well understandable way to an interdisciplinary scientific audience, to develop novel mathematical models for open problems, to analyze them with computers, and to defend their results in response to critical questions. In essence, participants should improve their scientific skills and learn to work scientifically on an internationally competitive level. | ||||

Content | This course is a mixture between a seminar primarily for PhD and postdoc students and a colloquium involving invited speakers. It consists of presentations and subsequent discussions in the area of modeling complex socio-economic systems and crises. For details of the program see the webpage of the colloquium. Students and other guests are welcome. | ||||

Lecture notes | There is no script, but a short protocol of the sessions will be sent to all participants who have participated in a particular session. Transparencies of the presentations may be put on the course webpage. | ||||

Literature | Literature will be provided by the speakers in their respective presentations. | ||||

Prerequisites / Notice | Participants should have relatively good mathematical skills and some experience of how scientific work is performed. | ||||

401-0603-00L | Stochastics (Probability and Statistics) | 4 credits | 2V + 1U | P. Cheridito | |

Abstract | The following concepts are covered: probabilities, random variables, probability distributions, joint and conditional probabilities and distributions, law of large numbers, central limit theorem, descriptive statistics, statistical inference, parameter estimation, confidence intervals, statistical tests, two-sample tests, linear regression. | ||||

Learning objective | Knowledge of the basic principles of probability theory and statistics. | ||||

Content | Introduction to probability theory and statistics. | ||||

Lecture notes | https://stat.ethz.ch/~meier/teaching/skript-intro/skript.pdf | ||||

Literature | Lukas Meier: Wahrscheinlichkeitsrechnung und Statistik: Eine Einführung für Verständnis, Intuition und Überblick. Springer, 2020. | ||||

401-5910-00L | Talks in Financial and Insurance Mathematics | 0 credits | 1K | B. Acciaio, P. Cheridito, D. Possamaï, M. Schweizer, J. Teichmann, M. V. Wüthrich | |

Abstract | Research colloquium | ||||

Learning objective | |||||

Content | Regular research talks on various topics in mathematical finance and actuarial mathematics |