[POD] A Little Book on Probability and Finance

Preface

Contents

1 Probability and Portfolio
1.1 Random Variables
1.2 Mean and Variance
1.3 Portfolio Analysis

2 Normal Distribution and Asset Pricing
2.1 Normal Distributions
2.2 The Capital Asset Pricing Model

3 Stochastic Calculus and Options
3.1 Stochastic Calculus
3.2 The Black-Scholes Stock Price Model
3.3 The Black-Scholes Model
3.4 Greeks

Bibliography

Index