17 - STOCHASTIC CALCULUS & FOUNDATIONS

À propos de ce module

<p style="text-align: left;">Ce module est bientôt disponible.</p>

Sommaire

1. 1

   Discrete Probabilities

   • 1- Definition
   • 2- Usual Distributions
   • 3- Properties
   • 4- Applications
2. 2

   Continuous Distributions & Gaussian Variables

   • 1- Uniform Distribution
   • 2- CDF
   • 3- Generation of variable
   • 4- Application : Generation of Gaussian
3. 3

   Basics of Stochastic Calculus

   • 1- Filtration & Martingale
   • 2- Stopping time
   • 3- Applications
4. 4

   Brownian Motion

   • 1- Definition & Properties
   • 2- Exercice
   • 3- Brownian bridge
5. 5

   Itô Formula

   • 1- Brownian increments
   • 2- Itô Formula
   • 3- Applications