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mkdocs.yml
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site_name: Stochastics
# site_url: http://127.0.0.1:8000/
theme:
name: material
custom_dir: overrides/
features:
- content.tabs.link
- content.code.copy
- content.code.annotate
- navigation.tabs
- navigation.tabs.sticky
# - navigation.sections
- navigation.indexes
# - navigation.expand
- toc.follow
- toc.integrate
palette: #
- scheme: slate
primary: orange
toggle:
icon: material/toggle-switch-off-outline
name: Switch to light
- scheme: default #
primary: white
toggle:
icon: material/toggle-switch
name: Switch to dark mode
font:
text: Roboto Mono
plugins:
- search
- bibtex:
bib_file: "bibliography.bib"
extra:
generator: false
nav:
- Home: index.md
- Lecture:
- Introduction:
- Notations: lecture/00-Introduction/000-notations.md
- Sets, Continuity and Measurability:
- Introduction: lecture/01-Sets-Functions/010-introduction.md
- Sets: lecture/01-Sets-Functions/011-sets.md
- Measurable/Topological Sapces: lecture/01-Sets-Functions/012-measurability-topology.md
- Measurability/Continuity: lecture/01-Sets-Functions/013-measurable-continuous-functions.md
- Measure Theory, Construction:
- Introduction: lecture/02-Measure/020-introduction.md
- Measures: lecture/02-Measure/021-measure.md
- From Semi-Ring to Ring: lecture/02-Measure/022-semi-ring-to-ring.md
- From Ring to $\sigma$-Algebra: lecture/02-Measure/023-ring-to-s-algebra.md
- Expectation:
- Introduction/Notations: lecture/03-Integration/030-introduction.md
- Expectation, Lebesgue's Convergence: lecture/03-Integration/031-expectation.md
- $L^p$-Spaces and Classical Inequalities: lecture/03-Integration/032-lp-spaces-inequalities.md
- Radon-Nykodym and Conditional Expectation: lecture/03-Integration/033-radon-nikodym-cond-exp.md
- Independence: lecture/03-Integration/034-independence.md
- Fubini-Tonelli: lecture/03-Integration/035-fubini-tonelli.md
- Uniform Integrability: lecture/03-Integration/036-uniform-integrability.md
- Discrete Time Stochastic Processes, Martingales:
- Introduction: lecture/04-Martingales/040-introduction.md
- Discrete Time Processes: lecture/04-Martingales/041-discrete-time-processes.md
- Martingales: lecture/04-Martingales/042-martingale-doob.md
- Martingales Almost Sure Convergence: lecture/04-Martingales/043-martingale-as-convergence.md
- Martingales $L^p$ Convergence: lecture/04-Martingales/044-martingale-lp-convergence.md
- Markov Processes:
- Introduction: lecture/05-Markov/050-introduction.md
- Markov Processes: lecture/05-Markov/051-markov-extension.md
# - Markov Chains: lecture/05-Markov/052-markov-discrete.md
# - Brownian Motion: lecture/05-Markov/053-brownian.md
# - Notations: lecture/00-Introduction/001-notations.md
# - One Period Model:
# - Mathematical Model: lecture/01-One-Period/011-mathematical-model.md
# - Arbitrage and Pricing: lecture/01-One-Period/012-arbitrage-pricing.md
# - Derivative Securities: lecture/01-One-Period/013-derivative-securities.md
# - Risk Management:
# - What is Risk: lecture/02-risk-management/021-what-is-risk.md
# - Risk Preferences and Measures: lecture/02-risk-management/022-risk-preferences.md
# - Expected Shortfall: lecture/02-risk-management/023-oce.md
# - Multi Period Model:
# - Multi Period Financial Market: lecture/03-Multi-Period/031-multi-period-financial-markets.md
# - Binomial Model: lecture/03-Multi-Period/032-crr-model.md
# - Exotic Options: lecture/03-Multi-Period/033-exotic-options.md
# - American Options: lecture/03-Multi-Period/034-american-options.md
# - Default Probability: lecture/03-Multi-Period/035-ruin-probability.md
# - Math Add On:
# - Probability: material/probability.md
# - Processes: material/stochastic.md
# # - Homework 01: material/hw01.md
# # - Homework 02: material/hw02.md
# - Exercises:
# - One Period Model: material/ex01.md
# - Risk Management: material/ex02.md
# - Multi Period Model: material/ex03.md
# - Probability and Stochastic Processes: material/ex_math.md
extra_css:
- stylesheets/extra.css
extra_javascript:
# - https://cdn.jsdelivr.net/npm/mermaid@11/dist/mermaid.esm.min.mjs'
# - javascripts/mermaid-config.js
- javascripts/mathjax.js
- javascripts/node_modules/mathjax/es5/tex-mml-chtml.js
markdown_extensions:
- footnotes
- markdown_tables_extended
- attr_list
- md_in_html
- tables
- admonition
- def_list
- pymdownx.emoji:
emoji_index: !!python/name:material.extensions.emoji.twemoji
emoji_generator: !!python/name:material.extensions.emoji.to_svg
options:
custom_icons:
- overrides/.icons
- pymdownx.highlight:
anchor_linenums: true
line_spans: __span
pygments_lang_class: true
- pymdownx.inlinehilite
- pymdownx.snippets
- pymdownx.superfences
- pymdownx.details
- pymdownx.arithmatex:
generic: true
- pymdownx.tabbed:
alternate_style: true
- pymdownx.superfences:
custom_fences:
- name: mermaid
class: mermaid
format: !!python/name:pymdownx.superfences.fence_code_format