< Financial Derivatives
Notions of Probability Theory
Here we introduce the notions of probability theory essential for the understanding of the book. The interested reader is referred to more thorough accounts of probability theory.
Useful distributions
Discrete distributions
For a thourough list of discrete distributions and their properties the interested reader is referred to Wikipedia on discrete distributions.
Binomial Distribution
The binomial distribution of parameters and
Poisson distribution
The poisson distribution with parameter , the intensity
Continuous distributions
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