Probability for Finance

Read and download free eBook intituled Probability for Finance in format created by Patrick Roger.

This book provides technical support for students in finance. It reviews the main probabilistic tools used in financial models in a pedagogical way, starting from simple concepts like random variables and tribes and going to more sophisticated ones like conditional expectations and limit theorems. Many illustrations are given, taken from the financial literature. The book is also a prerequisite for Stochastic Processes for Finance published in the same collection.

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Probability for Finance