Repository for the integrative activity of the Probability and Statistics course taken in the Winter-2024 semester.
Will probably choose Normal Distribution or Gumbel or Laplace?
- Veritassium Video
- Original Black-Scholes paper
- Key Black-Scholes papers
- Black-Scholes vs. Bachelier
- Bachelier option pricing model
- Original Bachelier paper (FR)
- 3B1B Central Limit Theorem
- 3B1B Convolutions
- Double Factorials CLT
- Uniform -> Normal Transform
Central Limit Theorem Material: