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Related lectures (30)
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Ito Lemma Variants
Explores the Ito Lemma and its variants, discussing localization and proof techniques.
Asset Pricing Theory: Dynamic Arbitrage Pricing
Covers the first theorem of asset pricing, self-financing portfolios, replication, Kolmogorov equations, and pricing strategies.
Integral Calculus: Techniques and Applications
Explores integral calculus techniques, areas under graphs, Darboux sums, and the fundamental theorem of calculus.
Derivative of Integral with Parameter Dependency
Explores the derivative of an integral with parameter dependency and its continuity.
Linear Hatching Systems: Unique Solutions and Norm Introduction
Explores linear hatching systems, unique solutions, norms, and fixed points in linear systems.
Demonstration of Uniqueness Theorem
Presents a detailed proof of the uniqueness theorem for functions f and g.
Stochastic Calculus: Itô's Formula
Covers Stochastic Calculus, focusing on Itô's Formula, Stochastic Differential Equations, martingale properties, and option pricing.
Integral Calculus: Introduction and Summary
Provides an overview of integral calculus, including Darboux sums, closed box subdivisions, and integrability of continuous functions.
Martingales and Brownian Motion Construction
Explores the construction of Brownian motion with continuous trajectories and the dimension of its zero set.
Path Integral Methods: Advanced Techniques
Explores advanced path integral methods in computational science, covering efficient sampling, colored noise, high-order integrals, and quantum thermostats.