Deck · Financial Engineering
Stochastic Models for Financial Engineering
Probability, martingales, Markov chains, and discrete-time stochastic processes underpinning option pricing and risk modeling.
73 cards · audited · SM-2 spaced repetition
Included with the full Financial Engineering program — 19 decks, 1,382 cards.
Sample cards
1
Probability space (Ω, 𝓕, ℙ)
2
σ-algebra: defining properties
3
Filtration {𝓕ₜ}
4
Conditional expectation 𝔼[X | 𝓖]
5
Tower property of conditional expectation
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Master stochastic models for financial engineering — and the rest of Financial Engineering.
One program. 1,382 audited cards across 19 decks.