Syllabus
Elementary and axiomatic definition of probability.
Random events and their probability.
Random variables and their probability distributions.
Random vectors. Conditional distributions. Transformatins.
Converegence of random variables and vectors.
Annotation
Introductory course in probability theory for program in Financial mathematics.
Elementary and axiomatic definition of probability. Random events and their probability. Random variables and their probability distributions. Random vectors. Converegence of random variables and vectors.