17. Stochastic Processes II
MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013
View the complete course: http://ocw.mit.edu/18-S096F13
Instructor: Choongbum Lee
This lecture covers stochastic processes, including continuous-time stochastic processes and standard Brownian motion.
License: Creative Commons BY-NC-SA
More information at http://ocw.mit.edu/terms
More courses at http://ocw.mit.edu
Видео 17. Stochastic Processes II канала MIT OpenCourseWare
View the complete course: http://ocw.mit.edu/18-S096F13
Instructor: Choongbum Lee
This lecture covers stochastic processes, including continuous-time stochastic processes and standard Brownian motion.
License: Creative Commons BY-NC-SA
More information at http://ocw.mit.edu/terms
More courses at http://ocw.mit.edu
Видео 17. Stochastic Processes II канала MIT OpenCourseWare
Показать
Комментарии отсутствуют
Информация о видео
Другие видео канала
5. Stochastic Processes I18. Itō CalculusBrownian motion #1 (basic properties)19. Black-Scholes Formula, Risk-neutral Valuation(SP 3.1) Stochastic Processes - Definition and Notation4. Stochastic Thinking20. Option Price and Probability Duality16. Portfolio ManagementStochastic Modeling21. Stochastic Differential Equations1. Introduction, Financial Terms and Concepts6. Monte Carlo SimulationLecture 31: Markov Chains | Statistics 110Mod-01 Lec-06 Stochastic processesDeep Learning State of the Art (2020)Introduction to MartingalesGalois Theory Explained Simply3. Probability Theory