NOC:Probability and Stochastics for finance (USB)

Media Storage Type : 32 GB USB Stick

NPTEL Subject Matter Expert : Dr. Joydeep Dutta

NPTEL Co-ordinating Institute : IIT Kanpur

NPTEL Lecture Count : 20

NPTEL Course Size : 2.8 GB

NPTEL PDF Text Transcription : Available and Included

NPTEL Subtitle Transcription : Available and Included (SRT)

Lecture Titles:

Lecture 1 - Basic Probability
Lecture 2 - Interesting Problems In Probability
Lecture 3 - Random variables, distribution function and independence
Lecture 4 - Chebyshev inequality, Borel-Cantelli Lemmas and related issues
Lecture 5 - Law of Large Number and Central Limit Theorem
Lecture 6 - Conditional Expectation - I
Lecture 7 - Conditional Expectation - II
Lecture 8 - Martingales
Lecture 9 - Brownian Motion - I
Lecture 10 - Brownian Motion - II
Lecture 11 - Brownian Motion - III
Lecture 12 - Ito Integral - I
Lecture 13 - Ito Integral - II
Lecture 14 - Ito Calculus - I
Lecture 15 - Ito Calculus - II
Lecture 16 - Ito Integral In Higher Dimension
Lecture 17 - Application to Ito Integral - I
Lecture 18 - Application to Ito Integral - II
Lecture 19 - Black Scholes Formula - I
Lecture 20 - Black Scholes Formula - II