43. Lecture 18_ Itō Calculus - 1
2023年9月22日 1236观看
应用金融数学
大学课程 / 数学
iTunes Topics in Mathematics with Applications in Finance from mit。空缺的讲座是考试。
共56集 7.7万人观看
1Lecture 1_ Introduction, Financial Terms and Concepts - 120:13- 2Lecture 1_ Introduction, Financial Terms and Concepts - 220:18
- 3Lecture 1_ Introduction, Financial Terms and Concepts - 320:05
4Lecture 2_ Linear Algebra - 124:15- 5Lecture 2_ Linear Algebra - 224:18
- 6Lecture 2_ Linear Algebra - 324:12
7Lecture 3_ Probability Theory - 126:31- 8Lecture 3_ Probability Theory - 226:34
- 9Lecture 3_ Probability Theory - 326:30
10Lecture 5_ Stochastic Processes I - 125:56- 11Lecture 5_ Stochastic Processes I - 226:00
- 12Lecture 5_ Stochastic Processes I - 325:54
13Lecture 6_ Regression Analysis - 127:27- 14Lecture 6_ Regression Analysis - 227:28
- 15Lecture 6_ Regression Analysis - 327:22
16Lecture 9_ Volatility Modeling - 127:08- 17Lecture 9_ Volatility Modeling - 227:12
- 18Lecture 9_ Volatility Modeling - 327:04
19Lecture 10_ Regularized Pricing and Risk Models - 130:02- 20Lecture 10_ Regularized Pricing and Risk Models - 230:05
- 21Lecture 10_ Regularized Pricing and Risk Models - 329:53
22Lecture 11_ Time Series Analysis II - 127:58- 23Lecture 11_ Time Series Analysis II - 228:05
- 24Lecture 11_ Time Series Analysis II - 327:52
25Lecture 12_ Time Series Analysis III - 125:55- 26Lecture 12_ Time Series Analysis III - 226:00
- 27Lecture 12_ Time Series Analysis III - 325:54
28Lecture 13_ Commodity Models - 126:57- 29Lecture 13_ Commodity Models - 226:59
- 30Lecture 13_ Commodity Models - 326:51
31Lecture 14_ Portfolio Theory - 128:21- 32Lecture 14_ Portfolio Theory - 228:23
- 33Lecture 14_ Portfolio Theory - 328:19
34Lecture 15_ Factor Modeling - 128:39- 35Lecture 15_ Factor Modeling - 228:47
- 36Lecture 15_ Factor Modeling - 328:35
37Lecture 16_ Portfolio Management - 129:35- 38Lecture 16_ Portfolio Management - 229:39
- 39Lecture 16_ Portfolio Management - 329:27
40Lecture 17_ Stochastic Processes II - 125:22- 41Lecture 17_ Stochastic Processes II - 225:25
- 42Lecture 17_ Stochastic Processes II - 325:20
43Lecture 18_ Itō Calculus - 126:03- 44Lecture 18_ Itō Calculus - 226:04
- 45Lecture 18_ Itō Calculus - 325:57
46Lecture 19_ Black-Scholes Formula, Risk-neutral Valuation - 116:40- 47Lecture 19_ Black-Scholes Formula, Risk-neutral Valuation - 216:44
- 48Lecture 19_ Black-Scholes Formula, Risk-neutral Valuation - 316:32
49Lecture 20_ Option Price and Probability Duality04:09
50Lecture 21_ Stochastic Differential Equations - 118:44- 51Lecture 21_ Stochastic Differential Equations - 218:50
- 52Lecture 21_ Stochastic Differential Equations - 318:43
53Lecture 24_ HJM Model for Interest Rates and Credit05:42
54Lecture 26_ Introduction to Counterparty Credit Risk - 127:14- 55Lecture 26_ Introduction to Counterparty Credit Risk - 227:22
- 56Lecture 26_ Introduction to Counterparty Credit Risk - 327:13
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