Stochastic Processes

  1. Applications in Finance
    1. Stock Price Models
      1. Geometric Brownian Motion
        1. Log-Normal Distribution
          1. Parameter Estimation
          2. Option Pricing Theory
            1. Black-Scholes Model
              1. Assumptions
                1. Derivation
                  1. Black-Scholes Formula
                  2. Risk-Neutral Pricing
                    1. Greeks and Hedging
                    2. Interest Rate Models
                      1. Vasicek Model
                        1. Cox-Ingersoll-Ross Model
                          1. Hull-White Model
                          2. Portfolio Theory
                            1. Markowitz Model
                              1. Capital Asset Pricing Model
                                1. Arbitrage Pricing Theory

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                              11. Applications in Queueing Theory

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                              13. Applications in Biology and Population Dynamics