# Interesting Problems In Probability

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### Probability and Stochastics for Finance

#### Lectures

 Probability and Stochastics for Finance Lecture 1: Basic Probability Lecture 2: Interesting problems in probablity Lecture 3: Random Variables, Distribution Functions & Independence Lecure 4: Cheybyshev Inequality, Borel-Cantelli lemmas & related issues Lecture 5: Law of Large Numbers & Central Limit Theorem Conditional Expectation-I Conditional Expextation-II Martingales Brownian Motion-I Brownian Motion-II Brownian Motion-III Ito Integral-I Ito Integral-II Ito Calculus-I Ito Calculus-II Ito Integrals in Higher Dimension An Application to Ito Integrals I An Application to Ito Integral II Black Scholes Formula I Black Scholes Formula II Introduction - Probability and Stochastics for finance II - Prof. Joydeep Dutta Fundamentals of Interest Rates Fixed Income Securities Term Structure of Interest Rates- I Optimization Models In Finance Crash course on KKT Condition Mean Variance Portfolio Optimization I Mean Variance Portfolio Optimization II Mean Variance Portfolio Optimization III Mean Variance Portfolio Optimization IV Last Lecture on Portfolio Optimization Capital Asset Pricing Model The Binomial Model [Lox-Ross-Rubenstein Model] The Binomial Method II Binomial Method III (Multiperiod model) Binomial model IV Stock price under risk netral measure The Black -Scholes formula Final Lecture Lecture 1: Basic Probability Lecture 2: Interesting problems in probablity Lecture 3: Random Variables, Distribution Functions & Independence Lecure 4: Cheybyshev Inequality, Borel-Cantelli lemmas & related issues Lecture 5: Law of Large Numbers & Central Limit Theorem Conditional Expectation-I Conditional Expextation-II Martingales Brownian Motion-I Brownian Motion-II Brownian Motion-III Ito Integral-I Ito Integral-II Ito Calculus-I Ito Calculus-II Ito Integrals in Higher Dimension An Application to Ito Integrals I An Application to Ito Integral II Black Scholes Formula I Black Scholes Formula II
##### OER.UoCh.Edu.Pk (University of Chitral Open Educational Resources).

In the wake of the global emergency on Novel Coronavirus (COVID-19), the universities of Pakistan are planning to go online under the aegis of the Higher Education Commission of Pakistan (HEC). The University of Chitral has launched a comprehensive open learning knowledge hub to assist the faculty and students both at home and abroad to learn through the web. This includes a wide range of learning resources including free audio-visual lectures from the top universities and institutes of the world.