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

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Из курса от партнера National Research University Higher School of Economics
Stochastic processes
27 оценки
National Research University Higher School of Economics
27 оценки
Из урока
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
    Vladimir Panov
    Assistant Professor
    Faculty of economic sciences, HSE

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