Abstract
Financial asset pricing involves the prediction of future events and as such relies very heavily on the mathematical theory of probability. In this chapter and the next, we describe the basic probability required for the study of discrete-time pricing models.
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© 2012 Steven Roman
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Roman, S. (2012). Discrete Probability. In: Introduction to the Mathematics of Finance. Undergraduate Texts in Mathematics(). Springer, New York, NY. https://doi.org/10.1007/978-1-4614-3582-2_4
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DOI: https://doi.org/10.1007/978-1-4614-3582-2_4
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Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4614-3581-5
Online ISBN: 978-1-4614-3582-2
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