目录
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Overview:

Statistics and mathematics underlie the theories of finance. Probability Theory and various distribution types are important to understanding finance. Risk management, for instance, depends on tools such as variance, standard deviation, correlation, and regression analysis. Financial analysis methods such as present values and valuing streams of payments are fundamental to understanding the time value of money and have been in practice for centuries.

 

我记下这些就像课程笔记一样,或者说我不想看过了然后过了几天就忘了,想要记起一些东西来还得去重看那么一段视频。

这节课主要讲的是高数里面的概率这个东西,如果你是学数学或者比较了解的话会好懂很多。这里截取一些课程pdf里面的公式,其实我是比较懒,虽然wordpress我也有装一些能显示公式的插件,但还是截屏比较方便。然后,WLW确实是一个好东西,离线博客编辑,谁用谁知道。哈哈~

这节课的后面有些忘记了。前几天看的没想写下来,现在想记起来有些难。。。所以说,好记性不如烂笔头。。。是这么说的么。

Probability P, 0<P<1
• Multiplication rule for independent events: Prob(A and B) = Prob(A)*Prob(B)
• Probability of n independent accidents = P^n
• Probability of x accidents in n policies (Binomial Distributon):    

f(x) = {P^x}{(1 - P)^{(n - x)}}n!/(x!(n - x)!)

Expected Value, Mean, Average

9674609

Variance and Standard Deviation

• Variance (^2)is a measure of dispersion
• Standard deviation is square root of variance

9867062

Covariance
• A Measure of how much two variables move together

9921000

Correlation
• A scaled measure of how much two variables move together

10003640

Present Discounted Value (PDV)
• PDV of a dollar in one year = 1/(1+r)
• PDV of a dollar in n years = 1/(1+r)^n
• PDV of a stream of payments x1,..,xn

10137890

Consol and Annuity Formulas
• Consol pays constant quantity x forever
• Growing consol pays x(1+g)^(t-1) in t 
• Annuity pays x from time 1 to T

10206656