Probability and Stochastics for finance free videos and free material uploaded by Indian Institute of Technology, Kanpur (IIT Kanpur). This session contains about Probability and Stochastics for finance Updated syllabus , Lecture notes , videos , MCQ , Privious Question papers and Toppers Training Provided Training of this course. If Material not uploaded check another subject
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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