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INTRODUCTION TO PROBABILITY THEORY AND …
INTRODUCTION TO PROBABILITY THEORYAND stochastic PROCESSESFOR UNDERGRADUATE STUDENTSANDREY SARANTSEVC ontents1. Combinatorics and Binomial Coefficients22. Basic PROBABILITY : Events and Axioms73. Discrete Random Variables144. Common Discrete Distributions215. Continuous Random Variables276. Central Limit Theorem387. INTRODUCTION to Statistics428. Generating and Moment Generating Functions449. Probabilistic Inequalities and the Law of Large Numbers4910. Conditional Expectation and Conditional Distribution5311. Discrete-Time Markov Chains with Applications5712. Random Walk and the Binomial Model in Finance6713. Discrete-Time Martingales and American Derivatives7414. Poisson Process and Compound Poisson Process7815. Continuous-Time Markov Chains8216. Queueing Theory9117. Brownian Motion and the Black-Scholes Model9318. stochastic Calculus and Hedging Derivatives10219.
INTRODUCTION TO PROBABILITY THEORY AND STOCHASTIC PROCESSES FOR UNDERGRADUATE STUDENTS ANDREY SARANTSEV Contents 1. Combinatorics and Binomial Coe cients 2
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