Probability and Stochastics for finance TE59B6AHG8
| URI | m2://res/TE59B6AHG8 |
|---|---|
| Kind | course |
| Creators | Joydeep Dutta (instructor) |
| Date | 2016-01-13 |
| Scope | in |
| Ids | course 05pjsgx75:111104089 |
Expressions
e1: edition
| Language | en |
|---|---|
| Date | 2016-01-13 |
- m1: page, IIT Kanpur (record). nptel 111104089
- m2: page, 2016-01-13 (record). nptel 111104089
Contents
- part 1: Module01
- session 1: Basic Probability
- session 2: Interesting Problems In Probability
- session 3: Random variables,distribution function and independence
- session 4: Chebyshev inequality, Borel-Cantelli Lemmas and related issues
- session 5: Law of Large Number and Central Limit Theorem
- part 2: Module02
- session 6: Conditional Expectation-I
- session 7: Conditional Expectation-II
- session 8: Martingales
- session 9: Brownian Motion-I
- session 10: Brownian Motion-II
- part 3: Module03
- session 11: Brownian Motion-III
- session 12: Ito Integral-I
- session 13: Ito Integral-II
- session 14: Ito Calculus-I
- session 15: Ito Calculus-II
- part 4: Module04
- session 16: Ito Integral In Higher Dimension
- session 17: Application to Ito Integral I
- session 18: Application to Ito Integral II
- session 19: Black Scholes Formula I
- session 20: Black Scholes Formula II
Catalogue records
- nptel: 111104089 (manifestation)
- nptel_video: 111104089 (manifestation)