3. Probability

  1. T. W. Epps

Published Online: 23 MAR 2009

DOI: 10.1002/9780470455289.ch3

Quantitative Finance: Its Development, Mathematical Foundations, and Current Scope

Quantitative Finance: Its Development, Mathematical Foundations, and Current Scope

How to Cite

Epps, T. W. (2009) Probability, in Quantitative Finance: Its Development, Mathematical Foundations, and Current Scope, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470455289.ch3

Publication History

  1. Published Online: 23 MAR 2009
  2. Published Print: 2 MAR 2009

ISBN Information

Print ISBN: 9780470431993

Online ISBN: 9780470455289

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Keywords:

  • probability;
  • probability spaces;
  • random variables;
  • expectation;
  • convergence concepts

Summary

This chapter contains sections titled:

  • Probability Spaces

  • Random Variables and Their Distributions

  • Independence of Random Variables

  • Expectation

  • Changes of Probability Measure

  • Convergence Concepts

  • Laws of Large Numbers and Central-Limit Theorems

  • Important Models for Distributions