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Flashcards

Chapter 2: Conditional Expectation

mho1 Stochastic Processes and FInance Masters English 22 cards

Chapter 2: Conditional Expectation

Cards in this deck (22)

  1. 1—
  2. 2Conditional expectationConditional expectationConditional expectation
  3. 3—blankblank
  4. 4—
  5. 5—
  6. 6Properties of Conditional Expectation (eight)1. Linearity
    2. Positivity
    3. Taking out what is known
    4.The tower property
    5. Consistency
    6. Independence
    7. Simple estimation
    8. Conditional Jensen's inequality
  7. 7Properties of Conditional Expectation 1. LinearityProperties of Conditional Expectation 1. Linearity
  8. 8—
  9. 9Properties of Conditional Expectation 2. PositivityProperties of Conditional Expectation 2. Positivity
  10. 10—
  11. 11Properties of Conditional Expectation 3. Taking out what is knownProperties of Conditional Expectation 3. Taking out what is known
  12. 12—
  13. 13Properties of Conditional Expectation 4. The tower propertyProperties of Conditional Expectation 4. The tower property
  14. 14—
  15. 15Properties of Conditional Expectation 5. ConsistencyProperties of Conditional Expectation 5. Consistency
  16. 16—
  17. 17Properties of Conditional Expectation 6. IndependenceProperties of Conditional Expectation 6. Independence
  18. 18—
  19. 19Properties of Conditional Expectation 7. Simple estimationProperties of Conditional Expectation 7. Simple estimation
  20. 20—
  21. 21Properties of Conditional Expectation 8. Conditional Jensen's inequalityProperties of Conditional Expectation 8. Conditional Jensen's inequality
  22. 22—

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Masters Stochastic Processes and FInance Flashcards on Chapter 2: Conditional Expectation, created by mho1 on 06/06/2015.
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