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Current / Most Recent Semester: |
Fall 2014/15 |
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Instructor(s): |
SZETO Kwok Yip |
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Teaching Pattern: |
duration of course: about 13 weeks
lecture hour(s) / tutorial hour(s) per week: 3 / 1
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No. of Credit(s): |
3 |
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Content: |
Probability theory
Entropy in information theory
Relative entropy and mutual
information
Second law of thermodynamics
Instantaneous code and block code
Data compression: Huffman code,
portfolio management
Introduction to Mathematical Finance: Options and Binomial tree
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Remarks: |
Prerequisite: PHYS 3031 or PHYS 4050 |