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stochastic processesand finance

This class was created by Brainscape user Dominique Gabriela. Visit their profile to learn more about the creator.

By: Dominique Gabriela
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Decks in this class (14)

Chapter 2: Probability Spaces And Random Variables
No deck description has yet been added by the author.
69  cards
Chapter 5: The binomial model
No deck description has yet been added by the author.
46  cards
Chapter 14: The Black-Scholes model
No deck description has yet been added by the author.
33  cards
Chapter 7: Stochastic processes and martingale theory
No deck description has yet been added by the author.
29  cards
Chapter 3: conditional expectation and martingales
No deck description has yet been added by the author.
26  cards
Chapter 1: Expectation And Arbitrage
No deck description has yet been added by the author.
23  cards
Chapter 10: Brownian motion
No deck description has yet been added by the author.
22  cards
Chapter 11: Stochastic integration
No deck description has yet been added by the author.
19  cards
Chapter 15: Application and extension of the Black-Scholes model
No deck description has yet been added by the author.
18  cards
Chapter 4:Stochastic processes
No deck description has yet been added by the author.
18  cards
Chapter 12: Stochastic differential equation
No deck description has yet been added by the author.
17  cards
Chapter 13: Connections between SDEs and PDE
No deck description has yet been added by the author.
13  cards
Chapter 6: Convergence of random variable
No deck description has yet been added by the author.
9  cards
Chapter 9: The transition to continuous time
No deck description has yet been added by the author.
8  cards

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stochastic processesand finance

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