Week 7.1: Different types of stochastic integrals. Integrals of the type ∫ X_t dt-1

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PG

Apr 16, 2020

Vladimir did a wonderful job. Your course is too good. Request to add more practical problems.

SS

May 21, 2019

This course has less number of quiz questions but sufficient and well designed questions.

De la lección
Week 7: Stochastic integration & Itô formula
Upon completing this week, the learner will be able to calculate stochastic integrals of various types and apply Itô’s formula for calculation of stochastic integrals as well as for construction of various stochastic models.

Impartido por:

  • Vladimir Panov

    Vladimir Panov

    Assistant Professor

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