Welcome to the random world.

I am continuing to work on the book and post revisions occasionally.

LEARNING PROBABILITY MODELS AND QUANTITATIVE FINANCE
without measure theory


Preface

Table of contents


Part I. Static Probability Models

Chapter 1: A Tour of Elementary Probability

Chapter 2: Selected Static Models

Chapter 3: What is a Stochastic Process?


Part II. Discrete Time Stochastic Processes

Chapter 4: Markov Chain

Chapter 5: Discrete Time Martingale

Chapter 6: Time Series

Chapter 7: Discrete Time Markov Control Processes


Part III.  Continuous Time Stochastic Processes

Chapter 8: Poisson Process 

Chapter 9: Continuous Time Markov Chain

Chapter 10: Brownian Motion

Chapter 11: A Tour of Applied Stochastic Analysis

Chapter 12: Estimation and Numerical method

Bibliography