QUANT dira-t-on? - Series: Quant - Part 2

01 - Stochastic Differential Equation - Part I

Introducing itô integrals.

02 - Stochastic Differential Equation - Part II

Some more examples of ito integrals.

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 \(\int_0^T f(t, X) dX\)

04 -Martingales

Digging into Martingales. Making connections between martingales and itô integrals.

quantitative Methods

Starting here a few examples on how to graph functions, how to solve equations and differential equations with computational methods.