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README.md

Summer preparatory course for MSc students at CUHK

Last update: June 5, 2019

Welcome to the summer short course Probability and Statistics at CUHK.

In the previous years, I taught the probability part of and a colleague of mine covered the statistics part. I used to develop my notes from measure theory, which was very technical for many MSc students. This year I will experiment with something new. I will borrow as reference Kevin Sheppard's notes for MSc in Financial Economics at Oxford University.

Notes by Kevin Sheppard

My lecture notes in 2018

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