MGF, Characteristic Function, Martingale | Part 2 Stochastic Calculus for Quantitative Finance
45 بار بازدید -
هفته قبل
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In this video, we will
In this video, we will look at Moment Generating Functions, Characteristic Functions, Martingales and Gaussian Vectors.
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
- Brownian Motion, Martingales, and Stochastic Calculus by Jean-François Le Gall
Playlist for 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
- Brownian Motion, Martingales, and Stochastic Calculus by Jean-François Le Gall
Playlist for the Course: Stochastic Calculus for Quantitative ...
هفته قبل
در تاریخ 1403/04/16 منتشر شده
است.
45
بـار بازدید شده