Week 7.9: Vasicek model. Application of the Itô formula to stochastic modelling

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SS

May 21, 2019

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

WK

Jul 25, 2020

An interesting and formal presentation of the content, with a comprehensive language.

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:

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    Vladimir Panov

    Assistant Professor

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