Introduction

(2024 summer, CUHK)

Welcome to the 2024 summer short course for CUHK Econ’s

• Master of Science (MSc)

• Dual Master’s Degree (DMDP) program.

Last update: July-21-2024

• Probability
• Statistics
• Asymptotics
• Basic Programming

Extensive reading

Besides the lecture notes in this Github repository, you will find self-contained lecture notes in the first two chapters of Kevin Sheppard’s Financial Economics I for MSc at Oxford University.

Interactive code

The following approaches make it possible to interact with the code cells in the Jupyter notebooks.

• Log in CUHK Econ’s SCRP server. Git and IRkernel are already installed there. Download the Github repos by copy and paste git clone https://github.com/zhentaoshi/Econ_prob.git

• Install Docker. Download the Docker image for this course by running docker pull ztshi/msc_prob_and_stat in a terminal. The Github repository is already written in the folder. Run docker run -p 10000:8888 ztshi/msc_prob_and_stat in a terminal. A token must be copied to log in the web browser interface.

• Download to your local computer the Github repository. Copy and paste git clone https://github.com/zhentaoshi/Econ_prob.git in a terminal if the Git is installed. Jupyter notebook must be installed to run the cells.

License

This work is licensed under Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.