Week 7.1: Different types of stochastic integrals. Integrals of the type ∫ X_t dt-1

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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.

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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.

Enseigné par

  • Vladimir Panov

    Vladimir Panov

    Assistant Professor

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