# Probability and Stochastics for finance

- Institution: IIT Kanpur
- Department: Mathematics
- Teacher: Prof.Joydeep Dutta
- Level: Undergraduate
- Language: English
- Subjects: Mathematics
- Source: [NPTEL](https://nptel.ac.in/courses/111104089)
- Licence: [CC BY-NC-SA](https://nptel.ac.in/faq) (Non-commercial use only.)
- Syllabus: [at the source](https://nptel.ac.in/courses/111104089)
- Who can watch: Tweens profiles and older (sources give no ratings; placed by Invisible Network from the source's own words)

## Lectures

1. [Basic Probability](https://invisiblenetwork.ai/learn/nptel/111104089/4ac3b258f88e) (Video)
2. [Interesting Problems In Probability](https://invisiblenetwork.ai/learn/nptel/111104089/dd8ed991f66f) (Video)
3. [Random variables,distribution function and independence](https://invisiblenetwork.ai/learn/nptel/111104089/df00be20e123) (Video)
4. [Chebyshev inequality, Borel-Cantelli Lemmas and related issues](https://invisiblenetwork.ai/learn/nptel/111104089/5ef1e7238131) (Video)
5. [Law of Large Number and Central Limit Theorem](https://invisiblenetwork.ai/learn/nptel/111104089/d8504012561d) (Video)
6. [Conditional Expectation-I](https://invisiblenetwork.ai/learn/nptel/111104089/6ef391aaa032) (Video)
7. [Conditional Expectation-II](https://invisiblenetwork.ai/learn/nptel/111104089/abe92841cf69) (Video)
8. [Martingales](https://invisiblenetwork.ai/learn/nptel/111104089/e52572606358) (Video)
9. [Brownian Motion-I](https://invisiblenetwork.ai/learn/nptel/111104089/87b4d58d481b) (Video)
10. [Brownian Motion-II](https://invisiblenetwork.ai/learn/nptel/111104089/808ef9f1f080) (Video)
11. [Brownian Motion-III](https://invisiblenetwork.ai/learn/nptel/111104089/582072efe4e5) (Video)
12. [Ito Integral-I](https://invisiblenetwork.ai/learn/nptel/111104089/77061fa76656) (Video)
13. [Ito Integral-II](https://invisiblenetwork.ai/learn/nptel/111104089/cbb1fece2a73) (Video)
14. [Ito Calculus-I](https://invisiblenetwork.ai/learn/nptel/111104089/27ff2ae99fe2) (Video)
15. [Ito Calculus-II](https://invisiblenetwork.ai/learn/nptel/111104089/cb100476ac82) (Video)
16. [Ito Integral In Higher Dimension](https://invisiblenetwork.ai/learn/nptel/111104089/88eefbd2e7ed) (Video)
17. [Application to Ito Integral I](https://invisiblenetwork.ai/learn/nptel/111104089/6faaebc61ea6) (Video)
18. [Application to Ito Integral II](https://invisiblenetwork.ai/learn/nptel/111104089/a2cb3dfeedd1) (Video)
19. [Black Scholes Formula I](https://invisiblenetwork.ai/learn/nptel/111104089/631940ff8b07) (Video)
20. [Black Scholes Formula II](https://invisiblenetwork.ai/learn/nptel/111104089/7a0f08f74b1e) (Video)