Probability for Finance
Publisher: Bookboon.com
Published: 2013
ISBN-13: 9788776815899
Table of contents: title: Obsah; title: Probability spaces and random variables; title: Measurable spaces and probability measures; title: Conditional probability and Bayes theorem; title: Random variables and probability distributions; title: Moments of a random variable; title: Mathematical expectation; title: Variance and higher moments; title: The vector space of random variables; title: Equivalent probabilities and Radon-Nikodym derivatives; title: Random vectors; title: Usual probability distributions in financial models; title: Discrete distributions; title: Continuous distributions; title: Some other useful distributions; title: Conditional expectations and Limit theorems; title: Conditional expectations; title: Geometric interpretation in L2 (O, A, P); title: Properties of conditional expectations; title: The law of large numbers and the central limit theorem; title: Bibliography