Abstract
This chapter reviews some important results from probability theory and fixes notation. First we introduce discrete and continuous random variables and their distributions. Then we discuss functionals of random variables such as moments. Furthermore, we introduce certain classes of distributions and also multivariate distributions together with copulas.
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© 2006 Springer-Verlag Berlin Heidelberg
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Platen, E., Heath, D. (2006). Preliminaries from Probability Theory. In: A Benchmark Approach to Quantitative Finance. Springer Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-47856-0_1
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DOI: https://doi.org/10.1007/978-3-540-47856-0_1
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-26212-1
Online ISBN: 978-3-540-47856-0
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