金融随机分析 - Stochastic Calculus for Finance.

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金融随机分析 - Stochastic Calculus for Finance.

金融随机分析基础知识梳理

【 Lecturers: @应坚刚 @antiRomance 】|【📽️ Video 】

01 概率论基础

02 条件期望

04 Brown 运动

05 随机积分

07 随机微积分方程和 Black-Scholes 公式

UoM: Martingales with Applications to Finance

【 Lecturer: @Tusheng Zhang 】

UoM - Martingales with Applications to Finance: Part I

UoM - Martingales with Applications to Finance: Part II

Stochastic Calculus for Finance I - The Binomial Asset Pricing Model

【 Lecturer: @Finmath Simplified 】|【📽️ Video 】

Stochastic Calculus for Finance II - Continuous-Time Models

【 Lecturer: @Finmath Simplified 】|【📽️ Video 】