1.3 Expectation
| 週次 | 課程內容 | 課程影音 |
|---|---|---|
| Introduction | 線上觀看 | |
| 單元一 Probability Theory 1.1 Probability space | 線上觀看 | |
| 1.2 Random variables | 線上觀看 | |
| 1.3 Expectation | 線上觀看 | |
| 單元二 Discrete-Time Martingales 2.1 Conditional probability and conditional expectation (1/4) | 線上觀看 | |
| 2.1 Conditional probability and conditional expectation (2/4) | 線上觀看 | |
| 2.1 Conditional probability and conditional expectation (3/4) | 線上觀看 | |
| 2.1 Conditional probability and conditional expectation (4/4) | 線上觀看 | |
| 2.2 Discrete time Martingales | 線上觀看 | |
| 2.3 Martingale transform and Doob decomposition | 線上觀看 | |
| 單元三 One-Period Model Introduction | 線上觀看 | |
| 3.1 Portfolios | 線上觀看 | |
| 3.2 Derivative securities | 線上觀看 | |
| 3.3 Absence of arbitrage | 線上觀看 | |
| 3.4 No arbitrage and price system | 線上觀看 | |
| 3.5 Martingale measures (1/2) | 線上觀看 | |
| 3.5 Martingale measures (2/2) | 線上觀看 | |
| 3.6 Pricing | 線上觀看 | |
| 3.7 Complete market model | 線上觀看 | |
| 單元四 Multi-Period Model Introduction | 線上觀看 | |
| 4.1 The market model | 線上觀看 | |
| 4.2 Arbitrage opportunities | 線上觀看 | |
| 4.3 Martingale measures | 線上觀看 | |
| 4.4 Arbitrage-free prices for European contingent claim | 線上觀看 | |
| 單元五 American Contingent Claim 5.1 Stopping time | 線上觀看 | |
| 5.2 American claims | 線上觀看 | |
| 5.3 Arbitrage-free prices | 線上觀看 | |
| 單元六 Measures of Risk Introduction | 線上觀看 | |
| 6.1 Monetary measure of risk | 線上觀看 | |
| 6.2 Coherent and convex risk measures | 線上觀看 | |
| 6.3 Acceptance sets | 線上觀看 | |
| 6.4 Robust representation of coherent risk measure | 線上觀看 | |
| 6.5 Robust representation of convex risk measures | 線上觀看 | |
| Appendix A、Limits of Sequences of Numbers | 線上觀看 | |
| Appendix B、Convergence of Sequences of Functions / Stochastic Processes I | 線上觀看 | |
| Appendix C、Distribution Functions | 線上觀看 | |
| Appendix D、Convergence of Sequences of Functions / Stochastic Processes II | 線上觀看 | |
| Appendix E、Riemann-Stieltjes Integrals | 線上觀看 |
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