Search for tag: "stochastic processes"

21 Media

Pairs Trading duration 11 minutes 36 seconds Pairs Trading Pairs Trading	Pairs Trading Let's look at Pairs Trading as a way to get… stochastic processes From Richard Sowers 367 plays 0 Date of creation 8/17/2021 5:00 AM
Ito Formula 4: Ito formula (multidimensional) duration 10 minutes 33 seconds Ito Formula 4: Ito formula (multidimensional) Ito Formula 4: Ito formula (multidimensional)	Ito Formula 4: Ito formula (multidimensional) Let's understand the multidimensional Ito… stochastic processes From Richard Sowers 94 plays 0 Video credits Richard Sowers
Ito Formula 3: Ito Formula (single-dimensional) duration 16 minutes 37 seconds Ito Formula 3: Ito Formula (single-dimensional) Ito Formula 3: Ito Formula (single-dimensional)	Ito Formula 3: Ito Formula (single-dimensional) Let's prove the standard Ito formula (in one… stochastic processes From Richard Sowers 81 plays 0 Video credits Richard Sowers
Ito Formula 2: Square of Brownian motion duration 5 minutes 4 seconds Ito Formula 2: Square of Brownian motion Ito Formula 2: Square of Brownian motion	Ito Formula 2: Square of Brownian motion Let's rigorously prove Ito's formula… stochastic processes From Richard Sowers 169 plays 0 Video credits Richard Sowers
Ito Formula 1: Standard chain rule duration 6 minutes 47 seconds Ito Formula 1: Standard chain rule Ito Formula 1: Standard chain rule	Ito Formula 1: Standard chain rule Let's review the proof of the standard chain… stochastic processes From Richard Sowers 141 plays 0 Video credits Richard Sowers
Ito Integration 4: Examples duration 3 minutes 30 seconds Ito Integration 4: Examples Ito Integration 4: Examples	Ito Integration 4: Examples Let's work through several examples of Ito… stochastic processes From Richard Sowers 96 plays 0 Video credits Richard Sowers
Ito Integration 3: Properties duration 10 minutes 27 seconds Ito Integration 3: Properties Ito Integration 3: Properties	Ito Integration 3: Properties We understand some properties of Ito integrals… stochastic processes From Richard Sowers 87 plays 0 Video credits Richard Sowers
Ito Integration 2: Definitions duration 10 minutes 47 seconds Ito Integration 2: Definitions Ito Integration 2: Definitions	Ito Integration 2: Definitions We define Ito Integrals (Google Drive) stochastic processes From Richard Sowers 108 plays 0 Video credits Richard Sowers
Ito Integration 1: Background duration 9 minutes 52 seconds Ito Integration 1: Background Ito Integration 1: Background	Ito Integration 1: Background We cover martingales, which are the background… stochastic processes From Richard Sowers 165 plays 0 Video credits Richard Sowers
Brownian Quadratic Variation duration 5 minutes 46 seconds Brownian Quadratic Variation Brownian Quadratic Variation	Brownian Quadratic Variation Let's look at the Quadratic Variation of… stochastic processes +1 More From Richard Sowers 106 plays 0 Video credits Richard Sowers
Returns and LogReturns duration 6 minutes 55 seconds Returns and LogReturns Returns and LogReturns	Returns and LogReturns Let's look at returns and log returns… stochastic processes From Richard Sowers 112 plays 0 Video credits Richard Sowers
Information 3: Sigma algebras duration 10 minutes 53 seconds Information 3: Sigma algebras Information 3: Sigma algebras	Information 3: Sigma algebras Let's understand sigma algebras and how they… stochastic processes From Richard Sowers 112 plays 0 Video credits Richard Sowers
Information 2: Properties duration 7 minutes 50 seconds Information 2: Properties Information 2: Properties	Information 2: Properties Let's understand some properties of… stochastic processes From Richard Sowers 114 plays 0 Video credits Richard Sowers
Information 1: Definitions duration 16 minutes 8 seconds Information 1: Definitions Information 1: Definitions	Information 1: Definitions Let's define conditional expectation and… stochastic processes From Richard Sowers 226 plays 0 Video credits Richard Sowers
Brownian Motion 4: Information duration 18 minutes 28 seconds Brownian Motion 4: Information Brownian Motion 4: Information	Brownian Motion 4: Information Let's look at th evolution of information in… stochastic processes From Richard Sowers 176 plays 0 Video credits Richard Sowers
Brownian Motion 3: Calculations duration 10 minutes 58 seconds Brownian Motion 3: Calculations Brownian Motion 3: Calculations	Brownian Motion 3: Calculations Let's do some calculations with Brownian… stochastic processes From Richard Sowers 171 plays 0 Video credits Richard Sowers
Brownian Motion 2: Characterization duration 12 minutes 30 seconds Brownian Motion 2: Characterization Brownian Motion 2: Characterization	Brownian Motion 2: Characterization Let's characterize Brownian motion (Google… stochastic processes From Richard Sowers 148 plays 0
Brownian Motion 1: Construction duration 5 minutes 27 seconds Brownian Motion 1: Construction Brownian Motion 1: Construction	Brownian Motion 1: Construction Let's construct Brownian motion from a… stochastic processes From Richard Sowers 218 plays 0 Video credits Richard Sowers
Gaussian 3: Moments duration 7 minutes 26 seconds Gaussian 3: Moments Gaussian 3: Moments	Gaussian 3: Moments Gaussian moments (Google Drive) stochastic processes From Richard Sowers 175 plays 0
Gaussian 2: Tails duration 4 minutes 30 seconds Gaussian 2: Tails Gaussian 2: Tails	Gaussian 2: Tails Review of tails of Gaussians; (Google Drive) stochastic processes From Richard Sowers 175 plays 0 Date of creation 8/20/2020 5:00 AM Video credits Richard Sowers
Gaussian 1: Definition duration 6 minutes 38 seconds Gaussian 1: Definition Gaussian 1: Definition	Gaussian 1: Definition Review of Gaussian densities (Google Drive) stochastic processes From Richard Sowers 272 plays 0 Date of creation 8/20/2020 5:00 AM Video credits Richard Sowers