Stochastic Processes

12.

Applications in Finance

12.1.

Stock Price Models

12.1.1.

Geometric Brownian Motion

12.1.2.

Log-Normal Distribution

12.1.3.

Parameter Estimation

12.2.

Option Pricing Theory

12.2.1.

Black-Scholes Model

12.2.1.1.

12.2.1.2.

12.2.1.3.

Black-Scholes Formula

12.2.2.

Risk-Neutral Pricing

12.2.3.

Greeks and Hedging

12.3.

Interest Rate Models

12.3.1.

12.3.2.

Cox-Ingersoll-Ross Model

12.3.3.

Hull-White Model

12.4.

Portfolio Theory

12.4.1.

Markowitz Model

12.4.2.

Capital Asset Pricing Model

12.4.3.

Arbitrage Pricing Theory

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11. Applications in Queueing Theory

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13. Applications in Biology and Population Dynamics