Teaching in Probability




Courses in Probability 2023/24

Register in SISU for the courses.

Bachelor program: MATA280 Stokastiikan perusteet in 23 Autumn II

Master program:
    time    course    course    course
23 Autumn I   MATS280 Risk Theory MATS352 Stochastic Analysis Henkivakuutusmatematiikka (1/2)
   Stefan Geiss Hannah Geiss Eija Laukkarinen
  
23 Autumn II MATS3250 Riskiteorian jatkokurssi (web course) Henkivakuutusmatematiikka (2/2)
   Eija Laukkarinen Eija Laukkarinen
MATS256 Advanced Markov Processes
  
24 Spring I MATS2300 Models in Financial Mathematics MATS260 Probability Theory 1
   Eija Laukkarinen Hannah Geiss
  
24 Spring II MATS3280 Rahoitusteorian jatkokurssi (web course) MATS262 Probability Theory 2 MATA271 Stochastic Models
   Eija Laukkarinen Hannah Geiss Stefan Geiss




Planned courses in Probability 2024/25

Master program:
    time    course    course    course
24 Autumn I   MATS280 Risk Theory MATS352 Stochastic Analysis Henkivakuutusmatematiikka (1/2)
   Hannah Geiss Stefan Geiss Eija Laukkarinen
  
24 Autumn II MATS3250 Riskiteorian jatkokurssi (web course) MATS254 Stochastic Processes Henkivakuutusmatematiikka (2/2)
   Eija Laukkarinen Hannah Geiss Eija Laukkarinen
  
25 Spring I MATS353 Stochastic Differential Equations MATS260 Probability Theory 1 MATS2300 Models in Financial Mathematics
   Stefan Geiss Hannah Geiss Eija Laukkarinen
  
25 Spring II MATS3280 Rahoitusteorian jatkokurssi (web course) MATS262 Probability Theory 2 MATA271 Stochastic Models
   Eija Laukkarinen Hannah Geiss Stefan Geiss

Lecture Notes


Recent and ongoing master theses within the probability group

  1. Exact simulation of first hitting times of diffusions
  2. The Cox-Ross-Rubinstein model as an approximation of the Black-Scholes model
  3. Option pricing in models with jumps
  4. Chaotic Decompositions of the Lévy-Itô space 2024
  5. Approximations for Stochastic McKean-Vlasov Equations with Non-Lipschitz Coefficients by an Euler-Maruyama Scheme 2023
  6. Backward Stochastic Differential Equations in Dynamics of Life Insurance Solvency Risk 2022
  7. Markov chain backward stochastic differential equations in modeling insurance policy 2022
  8. About Mean-variance Hedging with Basis Risk, 2021
    9. Dynamics of solvency risk in life insurance liabilities, 2021
  9. Nonlinear reserving in life insurance: Aggregation and mean-field approximation, 2021
  10. Weak solutions of McKean-Vlasv SDEs, 2021

Events

    32st Jyväskylä Summer School, Jyväskylä, August 2023
    Course MA3: Optimal Stopping and Free-Boundary Problem, Goran Peskir (University of Manchester)
    The 40th FDNSS Summer School on Probability and Statistics Lammi, May 23-27, 2022
    Courses by Jean-François Chassagneux, Fabrice Gamboa and Ciprian Tudor




Department of Mathematics and Statistics, P.O.Box 35 (MaD) FI-40014 University of Jyväskylä, Finland, Phone: +358 408053422