Week 7.8: Calculation of stochastic integrals using the Itô formula. Black-Scholes model

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Del curso dictado por National Research University Higher School of Economics
Stochastic processes
39 calificaciones
National Research University Higher School of Economics
39 calificaciones
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.

Conoce a los instructores

  • Vladimir Panov
    Vladimir Panov
    Assistant Professor
    Faculty of economic sciences, HSE

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