好书大家分享

Contents
1 Introduction toProbabilityTheory 11
1.1 TheBinomialAssetPricingModel.......................... 11
1.2 FiniteProbabilitySpaces ............................... 16
1.3 LebesgueMeasureandtheLebesgueIntegral .................... 22
1.4 GeneralProbabilitySpaces .............................. 30
1.5 Independence..................................... 40
1.5.1 Independenceofsets............................. 40
1.5.2 Independenceof -algebras ......................... 41
1.5.3 Independenceofrandomvariables ...................... 42
1.5.4 Correlationandindependence ........................ 44
1.5.5 Independenceandconditionalexpectation. ................. 45
1.5.6 LawofLargeNumbers............................ 46
1.5.7 CentralLimitTheorem............................ 47
2 ConditionalExpectation 49
2.1 ABinomialModelforStockPriceDynamics .................... 49
2.2 Information...................................... 50
2.3 ConditionalExpectation ............................... 52
2.3.1 Anexample.................................. 52
2.3.2 DefinitionofConditionalExpectation .................... 53
2.3.3 FurtherdiscussionofPartialAveraging ................... 54
2.3.4 PropertiesofConditionalExpectation.................... 55
2.3.5 ExamplesfromtheBinomialModel..................... 57
2.4 Martingales...................................... 58