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Probability for Finance

Probability for Finance

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Published: 2 years ago

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Author: Patrick Roger

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This book is a technical support for students in finance. It reviews the main probabilistic tools used in financial models in a pedagogical way, starting from simplke concepts like random variables and tribes and going to more sophiticated 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.

ABOUT THE AUTHOR

Patrick Roger

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