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2013/10/02

During a long intermission

From June to September, I worked for a special lecture of the probability theory for finance. The themes of the lecture are as follow.

1. Introduction of the probability theory

2. Lebesgue integral theory

3. Normal distribution and Brownian motion

4. Conditional expectation and Martingales

5. Ito Calculus

The work was much overburdened for me. At 28/Sep it was completed.
So now I am easy, I am able to restart my blog. Hereafter, in this blog, I will induct the contents of the lecture in a different form.

Around the same time I read books, saw movies, and play games.
However, now I can not remember all of them. I will present them at every
opprtunity, too.


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