Week 7.3: Integrals of the type ∫ f(t) dW_t-2

Loading...
国立高等经济大学
4.5(147 個評分) | 18K 名學生已註冊
查看授課大綱

審閱

4.5(147 個評分)
  • 5 stars
    100 ratings
  • 4 stars
    29 ratings
  • 3 stars
    12 ratings
  • 2 stars
    3 ratings
  • 1 star
    3 ratings
SS

May 21, 2019

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

ZM

Dec 01, 2018

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

從本節課中
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.

教學方

  • Vladimir Panov

    Vladimir Panov

    Assistant Professor

探索我們的目錄

免費加入並獲得個性化推薦、更新和優惠。