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Probability and Stochastics for finance (Video)
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Probability and Stochastics for finance (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  (213 Ratings) 823 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 | 11h 24min total length
Expand all sections
Probability and Stochastics for finance (Video)

Module-1

| 03h 13min total length
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    Basic Probability

    38m <?php echo $alt; ?>
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    Interesting Problems In Probability

    38m <?php echo $alt; ?>
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    Random variables, distribution function, and independence

    45m <?php echo $alt; ?>
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    Chebyshev inequality, Borel-Cantelli Lemmas and related issues

    36m <?php echo $alt; ?>
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    Law of Large Number and Central Limit Theorem

    34m <?php echo $alt; ?>
Probability and Stochastics for finance (Video)

Module-2

| 02h 51min total length
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    Conditional Expectation-I

    34m <?php echo $alt; ?>
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    Conditional Expectation-II

    31m <?php echo $alt; ?>
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    Martingales

    35m <?php echo $alt; ?>
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    Brownian Motion-I?

    31m <?php echo $alt; ?>
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    Brownian Motion-II

    38m <?php echo $alt; ?>
Probability and Stochastics for finance (Video)

Module-3

| 02h 35min total length
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    Brownian Motion-III

    27m <?php echo $alt; ?>
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    Ito Integral-I

    33m <?php echo $alt; ?>
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    Ito Integral-I

    40m <?php echo $alt; ?>
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    Ito Calculus-I

    27m <?php echo $alt; ?>
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    Ito Calculus-II

    27m <?php echo $alt; ?>
Probability and Stochastics for finance (Video)

Module-4

| 02h 44min total length
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    Ito Integrals in Higher Dimension

    28m <?php echo $alt; ?>
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    Application to Ito Integral I

    27m <?php echo $alt; ?>
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    Application to Ito Integral II

    33m <?php echo $alt; ?>
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    Black Scholes Formula I

    32m <?php echo $alt; ?>
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    Black Scholes Formula II

    42m <?php echo $alt; ?>
show 1 more sections

Review & Ratings

5.0
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