Week 7.1: Different types of stochastic integrals. Integrals of the type ∫ X_t dt-1

Loading...

Reviews

4.4 (101 ratings)
  • 5 stars
    63 ratings
  • 4 stars
    22 ratings
  • 3 stars
    10 ratings
  • 2 stars
    3 ratings
  • 1 star
    3 ratings
SS

May 21, 2019

This course has less number of quiz questions but sufficient and well designed questions.

ZM

Dec 01, 2018

Well presented course. I enjoyed it and was challenged a great deal. Thank you.

From the lesson
Week 7: Stochastic integration & Itô formula
Upon completing this week, the learner will be able to calculate stochastic integrals of various types and apply Itô’s formula for calculation of stochastic integrals as well as for construction of various stochastic models.

Taught By

  • Vladimir Panov

    Vladimir Panov

    Assistant Professor

Explore our Catalog

Join for free and get personalized recommendations, updates and offers.