Introduction to Stochastic Finance: Random Variables and Arbitrage Theory.
Peter JaegerPublished in: Formaliz. Math. (2018)
Keyphrases
- random variables
- stochastic optimization problems
- graphical models
- probability distribution
- stochastic processes
- conditional independence
- normal distribution
- latent variables
- bayesian networks
- distribution function
- conditionally independent
- conditional distribution
- financial markets
- independent and identically distributed
- portfolio management
- conditional distributions
- conditional probabilities
- joint distribution
- optimization problems
- failure rate
- joint probability distribution
- probabilistic inference
- identically distributed
- lead time
- marginal distributions
- control policies
- conditional probability distributions
- directed acyclic graph