Teaching in Probability
Courses in Probability 2024/25
Register in SISU for the courses.Bachelor program: MATA280 Stokastiikan perusteet
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 |
Planned courses in Probability 2025/26
Master program:| time | course | course | course |
|---|---|---|---|
| 25 Autumn I | MATS280 Risk Theory | MATS352 Stochastic Analysis | Henkivakuutusmatematiikka (1/2) |
| 25 Autumn II | MATS3250 Riskiteorian jatkokurssi (web course) | MATS254 Stochastic Processes | Henkivakuutusmatematiikka (2/2) |
| MATS256 Advanced Markov Processes | |||
| 26 Spring I | MATS2300 Models in Financial Mathematics | MATS260 Probability Theory 1 | |
| 26 Spring II | MATS3280 Rahoitusteorian jatkokurssi (web course) | MATS262 Probability Theory 2 | MATA271 Stochastic Models |
Lecture Notes
- S. Geiss: Stochastic processes in discrete time
- S. Geiss: Stochastic differential equations
- S. Geiss: Stochastic differential equations (ten lectures), Course of the Finnish Graduate School of Stochastics and Statistics, Tampere (Finland), 2007
- C. Geiss and S. Geiss: Markov processes
- C. Geiss and S. Geiss: Stochastic modeling (Markov chains)
- C. Geiss and S. Geiss: Non-Life Insurance
Recent and ongoing master theses within the probability group
- On Exact Simulations of First Hitting Times of the Solutions of SDEs 2024
- The Cox-Ross-Rubinstein model as an approximation of the Black-Scholes model 2024
- Option pricing in models with jumps
- Chaotic Decompositions of the Lévy-Itô space 2024
- Approximations for Stochastic McKean-Vlasov Equations with Non-Lipschitz Coefficients by an Euler-Maruyama Scheme 2023
- Backward Stochastic Differential Equations in Dynamics of Life Insurance Solvency Risk 2022
- Markov chain backward stochastic differential equations in modeling insurance policy 2022
- About Mean-variance Hedging with Basis Risk, 2021
- Dynamics of solvency risk in life insurance liabilities, 2021
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Nonlinear reserving in life insurance: Aggregation and mean-field approximation, 2021
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Weak solutions of McKean-Vlasv SDEs, 2021
Events
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Compact Course SDEs, Laboratoire de Mathématiques, Université Savoie Mont-Blanc, June 10-12, 2024
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32st Jyväskylä Summer School, Jyväskylä, August 2023
Course MA3: Optimal Stopping and Free-Boundary Problem, Goran Peskir (University of Manchester)