6.4 Robust representation of coherent risk measure

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6.4 Robust representation of coherent risk measure

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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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