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Introduction to Stochastic Calculus
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In this video, I will give you an introduction to stochastic calculus.
0:00 Introduction
0:10 Foundations of Stochastic Calculus
0:38 Ito Stochastic Integral
1:47 Ito Isometry
2:11 Ito Process
2:33 Ito Lemma
3:57 Stochastic Differential Equations
4:49 Geometric Brownian Motion
#optionpricing, #quantitativefinance, #financeeducation, #stochastic, #derivatives, #quant, #quantnext
★★ For students and graduates, we offer a 50% discount on all courses, please contact us if you are interested ★★
In this video, I will give you an introduction to stochastic calculus.
0:00 Introduction
0:10 Foundations of Stochastic Calculus
0:38 Ito Stochastic Integral
1:47 Ito Isometry
2:11 Ito Process
2:33 Ito Lemma
3:57 Stochastic Differential Equations
4:49 Geometric Brownian Motion
#optionpricing, #quantitativefinance, #financeeducation, #stochastic, #derivatives, #quant, #quantnext
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