Probability and Stochastics for finance

Probability and Stochastics for finance by Indian Institute of Technology Kanpur

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Created by IIT Kanpur Staff Last updated Fri, 04-Mar-2022 English


Probability and Stochastics for finance free videos and free material uploaded by IIT Kanpur Staff .

Syllabus / What will i learn?

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.



Curriculum for this course
0 Lessons 00:00:00 Hours
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Description

This course provides the minimum mathematical requirements to study mathematical finance or more precisely the pricing of financial derivatives.

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Free

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