Week 7.2: Integrals of the type ∫ f(t) dW_t-1

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SS
2019年5月20日

This course has less number of quiz questions but sufficient and well designed questions.

ZM
2018年11月30日

Well presented course. I enjoyed it and was challenged a great deal. Thank you.

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Week 7: Stochastic integration & Itô formula
Upon completing this week, the learner will be able to calculate stochastic integrals of various types and apply Itô’s formula for calculation of stochastic integrals as well as for construction of various stochastic models.

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    Vladimir Panov

    Assistant Professor

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