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About Probabilistic Aspects of Finance
This document discusses the use of probabilistic methods in finance. It covers the origins of using Brownian motion to model stock prices and the development of options pricing models. It also discusses arbitrage pricing theory and the role of equivalent martingale measures. The document is long and technical with details on various probabilistic concepts used in finance.
Detailed Information
| Author: | ['Tim'] |
|---|---|
| Publication Year: | 2014 |
| Pages: | 22 |
| Language: | English |
| Format: | |
| Price: | FREE |
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