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Series: Quant - Part 2
01 - Stochastic Differential Equation - Part I
Introducing itô integrals.
Jul 22, 2023
3 min
02 - Stochastic Differential Equation - Part II
Some more examples of ito integrals.
Jul 22, 2023
10 min
03 - Stochastic Calculus - Part III
Let’s consider the stochastic integral of the form
\[\int_0^T f(t, X(t)) dX(t)\]
where
\(X_t\)
is a Brownian motion. We’ll shorten this form to
\(\int_0^T f(t, X) dX\)
Jul 3, 2023
4 min
04 -Martingales
Digging into Martingales. Making connections between martingales and itô integrals.
Jul 20, 2023
3 min
quantitative Methods
Starting here a few examples on how to graph functions, how to solve equations and differential equations with computational methods.
Jan 21, 2024
3 min
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