Welcome to the 2023 summer short course for MSc.

Zhentao Shi

(July 2023, CUHK)

The teaching materials will be edited when the dates approach.

Three topics will be covered:

• Probability
• Statistic
• Basic asymptotics
• Basic programming

The contents can be found in the Jupyter Notebook lecture notes, which can be displayed in a web browser in a static form.

The following approaches make it possible to interact with the code cells in the Jupyter notebooks. They are ranked from the most convenient to the most cumbersome in terms of configuration.

1. Click . It may take some time to build the environment. Be patient. Changes cannot be saved by this approach, and thus they will get lost after closing your web browser.
2. 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
3. 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 to the web browser interface.
4. 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.

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.

If you are in Mainland China, here is a mirror in Shenzhen.

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