Week 7.6: Integrals of the type ∫ X_t dY_t, where Y_t is an Itô process

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国立高等经济大学
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4.4(128 個評分)
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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

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