Probability and Stochastic for Finance II (Video) - Study24x7
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Probability and Stochastic for Finance II (Video)
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Probability and Stochastic for Finance II (Video)
by Dr Joydeep Dutta

This course provides the minimum mathematical requirements to study mathematical finance or more precisely the pricing of financial derivatives....

5.0  (600 Ratings) 844 Learner
validy img Validity Unlimited
level All Level
level English
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Program Fee
FREE
About This Course

This course provides the minimum mathematical requirements to study mathematical finance or more precisely the pricing of financial derivatives....

Course Curriculum
4 Sections | 20 Lecture | 10h 55min total length
Expand all sections
Probability and Stochastic for Finance II (Video)

Week-1

| 03h 06min total length
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    Fundamentals of Interest Rates

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    Fixed Income Securities

    37m <?php echo $alt; ?>
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    Term Structure of Interest Rates- I

    33m <?php echo $alt; ?>
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    Optimization Models In Finance

    37m <?php echo $alt; ?>
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    Crash course on KKT Condition

    32m <?php echo $alt; ?>
Probability and Stochastic for Finance II (Video)

Week-2

| 02h 28min total length
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    Mean Variance Portfolio Optimization I

    35m <?php echo $alt; ?>
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    Mean-Variance Portfolio Optimization II

    29m <?php echo $alt; ?>
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    Mean Variance Portfolio Optimization III

    27m <?php echo $alt; ?>
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    Mean Variance Portfolio Optimization IV

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    Last lecture on Portfolio Optimization

    25m <?php echo $alt; ?>
Probability and Stochastic for Finance II (Video)

Week-3

| 02h 34min total length
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    Capital Asset Pricing Model

    31m <?php echo $alt; ?>
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    The Binomial Model [Lox-Ross-Rubenstein Model]?

    28m <?php echo $alt; ?>
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    The Binomial Method II

    29m <?php echo $alt; ?>
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    Binomial Method III (Multiperiod model)

    35m <?php echo $alt; ?>
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    Binomial Method IV

    29m <?php echo $alt; ?>
Probability and Stochastic for Finance II (Video)

Week-4

| 02h 45min total length
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    Girsanav's Theorem (Basic tool)

    37m <?php echo $alt; ?>
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    Girsanav's Theorem (Statement and proof)

    29m <?php echo $alt; ?>
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    Stock price under risk netral measure

    29m <?php echo $alt; ?>
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    The Black -Scholes formula

    54m <?php echo $alt; ?>
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    Final Lecture

    13m <?php echo $alt; ?>
show 1 more sections

Review & Ratings

5.0
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Chirag Singhal

28 Sep 2022 03:55 PM

Excellent

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Rohit sinha

28 Sep 2022 03:34 PM

Superb lectures

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