Week 7.4: Integrals of the type ∫ f(t) dW_t-2

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来自 国立高等经济大学 的课程
Stochastic processes
7 评分
国立高等经济大学
7 评分
从本节课中
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.

与讲师见面

  • Vladimir Panov
    Vladimir Panov
    Assistant Professor
    Faculty of economic sciences, HSE

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