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5. Stochastic Processes I MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013View the complete course: http://ocw.mit.edu/18-S096F13Instructor: Choongbum Lee*NOT...
17. Stochastic Processes II
23. How to Trade Stochastics Like the Pro's Do
金融数学基础 资产价格随机游走
5. Random Walks
1. Introduction, Financial Terms and Concepts
Ito Integral-I
Branching Process
2. Linear Algebra
Unit Root, Stochastic Trend, Random Walk, Dicky-Fuller test in Time Series
(SP 3.1) Stochastic Processes - Definition and Notation
7. Value At Risk (VAR) Models
Math vs Physics - Numberphile
16. Markov Chains I
106 (a) - Martingales
Random Processes - 04 - Mean and Autocorrelation Function Example
Martingales
14. Poisson Process I
Outline of Stochastic Calculus
6. Monte Carlo Simulation
20. Option Price and Probability Duality
Operations Research 13A: Stochastic Process & Markov Chain
6. Regression Analysis
16. Portfolio Management
Simple Random Walk
Geometric Brownian Motion
Lecture 31: Markov Chains | Statistics 110
Lecture 32: Markov Chains Continued | Statistics 110
Pillai "Basics of Stationary Stochastic Processes"
18. Itō Calculus
Brownian Motion-I
intro to stochastic models
21. Stochastic Differential Equations
Brownian Motion (Wiener process)
Stopping time, hitting time and other times