Probability and Stochastics for Finance

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  • Опубликовано: 1 окт 2024

Комментарии • 9

  • @ravitheja012345
    @ravitheja012345 2 года назад

    Book sir

  • @atkinsj24
    @atkinsj24 7 лет назад +4

    Is there a book to go along with the videos?

    • @quistisa08
      @quistisa08 7 лет назад +9

      In lecture 3 he answers that question: www.amazon.com/Introduction-Stochastic-Differential-Equations/dp/1470410540

    • @shebingeorge4482
      @shebingeorge4482 2 года назад +2

      Shreves stochastic calculus

  • @richt913
    @richt913 8 лет назад +12

    Why make a ten hour course and pretend to cover eighty hours of material?The mathematical finance is very complicated all you can do in a ten course is give a detailed outline ... so lets call this course what it is a 10 hour outline of mathematical finance. For an example, in lecture 1 the professor lists three properties of a sigma algebra with not one concrete example, hence giving the student no real valuable (i.e. useable) knowledge. And in part two of the course, the professor gets a fundamental definition,that of what an arbitrage is wrong. He leave out one key concept ... that their must be a zero possibility of a loss... I only watched two lectures and I already found two major flows in this course ( actually 10 outline of a topic needing 80 hours).

    • @saikumarkrithivasan136
      @saikumarkrithivasan136 3 года назад +1

      Am from India. Can you recommend me any such online courses. Am from physics background. Thanks for the help.

    • @mehdiAbderezai
      @mehdiAbderezai 3 года назад +9

      I am an electrical engineer and the math isn't ground barkingly hard. I have read options as a strategic investment and it has been an easy read for me. I've traded options on my own account with nominal success. I recently started learning how to price options in python, and realized lot of the math I didn't know, and these videos have been very helpful.
      The beauty of the market is that you don't need to be a math wiz to make money. You just need to have commonsense. This math helps me tell a computer my commonsense and my market opinion translated in equations. If you don't have a market opinion you shouldn't trade, because every trade is an opinion even if you don't know it is, and not knowing what your opinion is (thinking you don't have one) makes one a bad trader.
      So, this class has value if you can use it.

    • @khadijael1940
      @khadijael1940 6 месяцев назад

      ​@@mehdiAbderezaican you help me plz

    • @mehdiAbderezai
      @mehdiAbderezai 6 месяцев назад

      @@khadijael1940 only if I know the thing you need help with. What’s up?