Probability and Stochastics for Finance

preview_player
Показать описание

  1. Probability and Stochastics for finance
Рекомендации по теме
Probability and Stochastics 0:03:18

Probability and Stochastics for Finance

Probability and Stochastics 0:00:27

Probability and Stochastics for Finance II feed back 1

Lecture 1: Basic 0:38:10

Lecture 1: Basic Probability

An Ode to 0:15:20

An Ode to Probability. How to prepare for mathematical finance

Stochastic Process, Filtration 0:10:46

Stochastic Process, Filtration | Part 1 Stochastic Calculus for Quantitative Finance

Introduction - Probability 0:02:47

Introduction - Probability and Stochastics for finance II - Prof. Joydeep Dutta

Martingales for Dummies 0:04:22

Martingales for Dummies

Master | Stochastics 0:03:05

Master | Stochastics and Financial Mathematics | University of Amsterdam

5. Stochastic Processes 1:17:41

5. Stochastic Processes I

Martingales 0:35:47

Martingales

What is a 0:01:51

What is a Stochastic Process?

Mathematical Finance and 0:01:00

Mathematical Finance and Stochastic Analysis

Brownian Motion-I 0:31:34

Brownian Motion-I

Probability Theory in 0:11:30

Probability Theory in Finance - Series Introduction

stock market stochastics 0:00:06

stock market stochastics in 5 seconds ...

Brownian Motion / 0:07:13

Brownian Motion / Wiener Process Explained

Brownian Motion for 0:02:30

Brownian Motion for Dummies

Stock Prices as 0:06:43

Stock Prices as Stochastic Processes

Lecture 3: Random 0:45:30

Lecture 3: Random Variables, Distribution Functions & Independence

What is the 0:03:39

What is the difference between a stochastic process and a random variable?

Stochastic Calculus by 0:01:58

Stochastic Calculus by Kamil Zajac

Brownian Motion-II 0:38:16

Brownian Motion-II

Markov Chains Clearly 0:09:24

Markov Chains Clearly Explained! Part - 1

Ito Integral-II 0:40:17

Ito Integral-II

Комментарии
Автор

Is there a book to go along with the videos?

atkinsj
Автор

Why make a ten hour course  and pretend to cover eighty hours of material?The mathematical finance is very complicated all you can do in a ten course is give a detailed outline ... so lets call this course what it is a 10 hour outline of mathematical finance.    For an example, in lecture 1 the professor lists  three properties of  a sigma algebra with not one concrete example, hence giving the student no real valuable (i.e. useable) knowledge. And in part  two of the course, the professor gets a fundamental definition, that of what an arbitrage is wrong.  He leave out one key concept ... that their  must be a zero possibility of a loss... I only watched two lectures and I already found two major flows in this course ( actually 10 outline of a topic needing 80 hours).

richt
welcome to shbcf.ru