Quadratic Variation for Brownian Motions
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- Опубликовано: 8 сен 2024
- #stochastic #quant #brownian #motion
This video explains the concept of quadratic variation for Brownian motions, thereby laying the foundation for the field of stochastic calculous.
📚 References
• A Brief Introduction to Stochastic Calculus (Columbia): www.columbia.ed...
• Quadratic variation property of Brownian motion (MIT): ocw.mit.edu/co...
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These visual cues are fundamental. Thanks Niklas, hope your efforts for this channel pay off!
Thank you very much @Gianfanfero for the kind feedback!
Please make more videos on stochastic processes and Ito's lemma!!
Fantastic! Please elaborate a little more this concepts applied to finance.
Fantastic explanation, thanks! It would be great if you produce more videos :D
Excellent visualization that is so helpful for me to build intuition. Thanks a lot!
This video was clear and to the point. Great work!
Why is the video so quiet? I have my volume up to 100 and can barely hear anything...
Great video, perfectly explained. Visuals were great.
Illustration is very clear. Thanks.
Hi Niklas! I greatly enjoyed this video! Your explanation was very clear and really made these seemingly abstract concepts palatable! Would you consider making a video on Brownian motion and Ito Calculus as well? :) Thank you!
more please Niklas
can barely hear anything
Can't hear you dude, redo the video with some sound thanks