Stochastic Calculus by Thomas Dacourt

[LeeAndro]

Last Updated 09/2021MP4 | Video: h264, 1280x720 | Audio: AAC, 44.1 KHz, 2 ChGenre: eLearning | Language: English | Duration: 24 lectures (2h 32m) | Size: 513.4 MB

Derive and calculate stochastic processes and integrals
Apply the Ito's lemma to a wide range of processes
Identify martingales and Brownian motions
Stochastic Calculus
σ-algebra
Measure, Probability
Martingale
Brownian Motion
Ito's Lemma
Ito's Process
Radon-Nikodym Theorem
Girsanov Theorem
Stopping
Optional Stopping Theorem

Probability Basics
Expectation
Random Variable
Normal Distribution

Are you a maths student who wants to discover or consolidate your stochastic calculus​

Are you a professional in the banking or insurance industry who wants to improve your theoretical knowledge

Well then you've come to the right place!

Stochastic Calculus by Thomas Dacourt is designed for you, with clear lectures and over 20 exercises and solutions.

In no at all, you will acquire the fundamental skills that will allow you to confidently manipulate and derive stochastic processes. The course is

Easy to understand

Comprehensive

Practical

To the point

We will cover the following

σ-algebra

Measure

Probability

Expectation

Independence, covariance

Conditional expectation

Stochastic process

Martingale

Brownian motion

Ito's lemma

Ito's process

Ito's isometry

Stochastic integral

Geometric Brownian motion

Quadratic variation

Integral martingale

Girsanov theorem

Change of measure

Radon nikodym theorem

Stopping s

Optional stopping theorem

These key concepts form the basis for understanding mathematical option pricing.

Along with the lectures, there are 20+ able exercises with solutions provided which are designed to check and reinforce your understanding.

The instructor

I am Thomas Dacourt and I am currently working as a senior quantitative analyst for a prestigious investment bank in London. I have held various quant positions in equity, commodities and credit in London over the last 10 years. I have studied mathematics and applied mathematics in France and financial eeering in London.

YOU WILL ALSO GET

Life Access

Q&A section with support

Certificate of completion

30-day money-back guarantee

Math students with probability knowledge
Professionals in the banking industry
Professionals in the insurance industry
Students and professionals planning to study mathematical finance

HomePage:

https://anonymz.com/https://www.udemy.com/course/stochastic-calculus/

DOWNLOAD

https://1dl.net/a374tapyi183/Stochastic_Calculus_.rar.html