Master of Science / Department of Mathematics / David R. Auckly / In this report we present the main concepts of probability theory: sample spaces, events,
random variables, distributions, independence, central limit theorem. Most of the material
may be found in the notes of Bass. The work is motivated by wide range of applications
of probability theory in quantitative finance.
| Identifer | oai:union.ndltd.org:KSU/oai:krex.k-state.edu:2097/1604 |
| Date | January 1900 |
| Creators | Sorokin, Yegor |
| Publisher | Kansas State University |
| Source Sets | K-State Research Exchange |
| Language | en_US |
| Detected Language | English |
| Type | Report |
Page generated in 0.0107 seconds