Probability and Finance Theory

Abstract

Probability Distributions Conditional Probability Laws of Probability Theory of Risk and Utility State Price and Risk-Neutral Probability Single Period Asset Pricing Models Stochastic Processes and Martingales Brownian Motion and Technical Trading Dynamic Programming and Multi-period Asset Pricing Continuous-Time Optimization and Asset Pricing Continuous-Time Option Pricing Hedging and More Option Pricing Implied Risk-Neutral Moments and Distributions Theory of Markov Chains and Credit Markets Interest Rate Modelling and Derivatives