Probability and Stochastics for finance by Indian Institute of Technology Kanpur
Probability and Stochastics for finance free videos and free material uploaded by IIT Kanpur Staff .
Lecture 1: Basic Probability.
Lecture 2: Interesting problems in probablity.
Lecture 3: Random Variables, Distribution Functions & Independence.
Lecture 5: Law of Large Numbers & Central Limit Theorem.
Lecure 4: Cheybyshev Inequality, Borel-Cantelli lemmas & related issues.
Conditional Expectation-I.
Conditional Expextation-II.
Martingales.
Brownian Motion-I.
Brownian Motion-II.
Brownian Motion-III.
Ito Integral-I.
Ito Integral-II.
Ito Calculus-I.
Ito Calculus-II.
Ito Integrals in Higher Dimension.
An Application to Ito Integrals I.
An Application to Ito Integral II.
Black Scholes Formula I.Black Scholes Formula II.
This course provides the minimum mathematical requirements to study mathematical finance or more precisely the pricing of financial derivatives.
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