An introduction to solving stochastic differential equations! Connect with me on LinkedIn! / roman-paolucci Follow me on Medium: / romanmichaelpaolucci Check out my GitHub: github.com/RomanMichaelPaolucci
Пікірлер: 14
@givensetshedi62398 ай бұрын
ive been looking at an example for the past two days and you just explained it perfectly in 13 minutes🔥🔥🔥🔥
@gian_piano2 ай бұрын
Great great work
@juhairiaris90832 жыл бұрын
Thank you so much Mr.
@vitoriaxavier2862 жыл бұрын
thank you so much!
@beckybrantuo541310 ай бұрын
Thank you sir.great lecture
@mariussteicher64 Жыл бұрын
nice video, very helpful since I study this without a teacher. Thanks !
@martinsanchez-hw4fi8 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.
@qwerasdfjkl19902 жыл бұрын
nice video
@jinghaowang99594 ай бұрын
Why is partial g/ partial t = 0? g = ln(St), it depends on t doesnt it?
@rsbenari2 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.
@QuantGuild2 жыл бұрын
Glad you enjoyed! We will put together a repository for our Overleaf documents!
@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 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!