So I understand that I lost many readers for the Sampling uploads.It is a bit difficult to the intensive use of notations and also the need for statistics knowledge. So here I’ll review a bit of basic probability. The contents here will be basic, and will involve some H2 Mathematics Statistics too.

Discrete Random Variables

Continuous Random Variables

Conditional Expectations and Variances

Multivariate Distributions

Multivariate Normal Distribution

The following three are in relation to Finance.

Introduction to Martingales

Introduction to Brownian Motion

Geometric Brownian Motion

Introduction to Stochastic Calculus


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