Quantitative Analysis.
Trading Platform.
Python for Excel.
Author.
I.Basic math.
1.Conditional probability.
A.Definition of conditional probability.
B.A bomb on a plane.
C.Dealing a pair in the "hold' em" poker.
D.Monty-Hall problem.
E.Two envelopes.
F.Two headed coin drawn from a bin of fair coins.
G.Randomly unfair coin.
H.Recursive Bayesian calculation.
I.Birthday problem.
J.Backward induction.
K.Conditional expectation. Filtration. Flow of information. Stopping time.
2.Normal distribution.
3.Brownian motion.
4.Poisson process.
5.Ito integral.
6.Ito calculus.
7.Change of measure.
8.Girsanov's theorem.
9.Forward Kolmogorov's equation.
10.Backward Kolmogorov's equation.
11.Optimal control, Bellman equation, Dynamic programming.
II.Pricing and Hedging.
III.Explicit techniques.
IV.Data Analysis.
V.Implementation tools.
VI.Basic Math II.
VII.Implementation tools II.
Bibliography.
Back to topic. Leave a message. Login. Create an account.


his is a forum for the topic "Conditional probability." of the "Notes on Quantitative Analysis in Finance".
Use the "Leave a message" link to start discussion of any subject. Use any of the "...Reply" links to continue existing discussion or to reply to an existing message. Please, do not post a new message to reply to an existing message.

steve7642 2010-03-25 16:05:26 There is one reply.

"Bayes Formula applied to a common misconception in conditional probability. "

QUESTION:

Suppose you have a poker hand containing at least one Ace, say that the probability of that hand containing a second Ace is p.

Secondly, suppose you have a poker hand containing the spade Ace, say that the probability of that hand containing a second Ace is p1.
...
Full message Go to replies


admin 2009-12-27 08:43:27 There is one reply.

"test message 1 2 3"

`~
!@#$%^&*()_+-=
[]\\{}|
;\':\"
,./<>?
...
Full message Go to replies



Back to topic. Leave a message. Login. Create an account.


















Copyright 2009.