Martingales

[andreaspedersen]

There is always some Indian guy who explains it way better than any other textbook or teaching resource out there.

[christabellendwiga]

For the first time in years, I finally understand the concept of martingales and filtration. Thank you

[ivelinamladenova]

Thank you so much for the brilliant example of filtration and the simplistic explanation of discrete and continuous martingales!! This has helped me a lot with my university module.

Your channel is very helpful too. I cannot explain how grateful I am for these videos.

[agarwalarti]

HTH is written twice. One needs to be HTT at 3:59.

Thank you for the lecture!

[abramcz]

Thank you for using neat writing on a simple blackboard instead of some electronic contraption. Much easier to follow.

[varrien]

Dear Prof, I would like to thank you very much for your teaching efforts, care and clarity of instruction with which you have exercised in this course .

I believe you have consciously tried your best to support the learning of newbies like me - who are keen on learning but struggling somewhat with stochastic calculus/financial calculus .

For me, an illuminating example of the effectiveness of your teaching is the present video lecture on martingales - material which is not only new but quite alien to me :-) : your patient approach, coupled with measured delivery (no pun intended :-) ) and lucid explanations have been very supportive of my attempt at absorbing the lesson /s .

It's been a struggle reviewing /catching up with finance material/applied finance , and switching to quantitative finance, especially stochastic calculus (after being away from college for ages) - but thanks you, the material is being made more accessible, And more stimulating .

Thank You Sir.

[zafarkhan]

Cannot Thank you enough such a master peice !!! Explained in a way that even a 8th Grade student can understand

[calebchiu]

THIS LEVEL OF EXPLANATION IS FREAKING AMAZING. I watch it at 1.5x speed and understand it immediately, while I watch my lectures from my university at 0.75x speed and still can't get it

[officialmintt]

Beautiful and neat handwriting. Thank you.

[marinamaher]

Perfect explanation and examples. You made the martingales chapter in "Lawler" much easier.

[joyfractal]

blown away -- wished I had this prof the first time I learned about them -- thank you soo much

[dear_dennis]

Stochastic proccesses are nothing but a sequence of random variables. Damn! What a boss!

[donaldcaga]

Thank you sir for a very comprehensive explanation. Hoping for more lectures in stochastic process from you.

[aysenazipek]

Thank you very much for your efforts. It was the most understandable explanation that I have ever seen about an abstract mathematical concept. You deserve everything.

[oxana]

This is so amazingly good. Thank you very much for your effort and for putting it online

[yandhi]

Very clear explanation thank you. it would be nice if you can also explain the 3 martingale properties and clarify "adapted to"

[allwanamar]

OK. THIS IS EXCEPTIONALLY GOOD. I HAVE TO ADMIT IT IS RARE TO SEE SUCH DETAILED EXPLANATION IN ANY TOP WESTERN UNIVERSITY ( I have studied Maths and economics at graduate level at Edinburgh, Lyon1 and Paris 7 universities ). It is not a bad idea to put a link for donations in your channel.

[geogeo]

Very nice and intuitive explanation, thank you so much Professor, very nice work ! Really worth to see

[LeilaRmaths]

Thank you professor, your teaching is excellent :) Thank you so much

[willhemsley]

Very clear explanation with good examples. Thank you!