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

Описание к видео Stochastic Process, Filtration | Part 1 Stochastic Calculus for Quantitative Finance

In this video, we will look at stochastic processes. We will cover the fundamental concepts and properties of stochastic processes, exploring topics such as filtration and adapted processes, which are crucial for option pricing and financial modeling.

Playlist of the course:    • Stochastic Calculus for Quantitative ...  

Reference:
- Éléments de calcul stochastique pour l’évaluation et la couverture des actifs dérivés by Imen Ben Tahar, José Trashorras, and Gabriel Turinici.
- Stochastic Calculus for Finance II: Continuous-Time Models by Steven Shreve

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