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Problems and Solutions in Mathematical Finance: Stochastic Calculus, Volume I by Eric Chin, Sverrir Olafsson, Dian Nel

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Appendix B

Probability Theory Formulae

Probability Concepts

Let c0B-math-001 and c0B-math-002 be events of the sample space c0B-math-003 with probabilities c0B-math-004 and c0B-math-005, then

Complement

equation

Conditional

equation

Independence: The events c0B-math-006 and c0B-math-007 are independent if and only if

equation

Mutually Exclusive: The events c0B-math-008 and c0B-math-009 are mutually exclusive if and only if ...

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