Solving Geometric Brownian Motion

  Рет қаралды 3,798

Quant Guild

Quant Guild

2 жыл бұрын

An introduction to solving stochastic differential equations!
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Пікірлер: 14
@givensetshedi6239
@givensetshedi6239 8 ай бұрын
ive been looking at an example for the past two days and you just explained it perfectly in 13 minutes🔥🔥🔥🔥
@gian_piano
@gian_piano 2 ай бұрын
Great great work
@juhairiaris9083
@juhairiaris9083 2 жыл бұрын
Thank you so much Mr.
@vitoriaxavier286
@vitoriaxavier286 2 жыл бұрын
thank you so much!
@beckybrantuo5413
@beckybrantuo5413 10 ай бұрын
Thank you sir.great lecture
@mariussteicher64
@mariussteicher64 Жыл бұрын
nice video, very helpful since I study this without a teacher. Thanks !
@martinsanchez-hw4fi
@martinsanchez-hw4fi 8 ай бұрын
Cool video. You say in 7:40 that it is just a matter of FTC, and its trivial. It is not. We have a different animal there. The fact that we use the notation of differential for a stochastic process and that integrating it is still its inverse operation in this new context is subtle.
@qwerasdfjkl1990
@qwerasdfjkl1990 2 жыл бұрын
nice video
@jinghaowang9959
@jinghaowang9959 4 ай бұрын
Why is partial g/ partial t = 0? g = ln(St), it depends on t doesnt it?
@rsbenari
@rsbenari 2 жыл бұрын
Terrific intro and development. Thanks! Is it possible to get a copy of the pages you're working from? Perhaps upload them to your GitHub? Plus, your take on the Feynman path stuff you mention toward the end of the vid would be real welcome. Thanks again! Great work.
@QuantGuild
@QuantGuild 2 жыл бұрын
Glad you enjoyed! We will put together a repository for our Overleaf documents!
@scuffed_derivative
@scuffed_derivative Жыл бұрын
This is amazing. Your explanation here was probably the clearest one of any math concept I have ever seen on KZfaq. Seriously. My bachelor's was in physics so have some math background but want to get into quant finance. The problem is I have very limited knowledge of programming. Do you think python would be the best start? Sent you a connect on LinkedIn btw!
@QuantGuild
@QuantGuild Жыл бұрын
Hey there Stanley! Python is the language of choice for every serious researcher in academia and industry. We highly recommend you check out our course if you’re interested in getting started!
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