At 6:46, the equation of X(t) looks not right. The second term requires time element to calculate value, because rate is based on time. Furthermore, at 8:02, the dX(t) has a first term involved with dS(t), and the integral of right side is much more complicated.
At 6:46, the equation of X(t) looks not right. The second term requires time element to calculate value, because rate is based on time. Furthermore, at 8:02, the dX(t) has a first term involved with dS(t), and the integral of right side is much more complicated.
Awesome lecture series! Thanks a lot Sir! Would be forever grateful to you!
Its very interesting,I really appreciate you!
As I am new generation joined to the Area of Financial Mathematics from pure mathematics.
Thank you!
when will you launch finance course....
Should be this one: ruclips.net/channel/UCk_wDumgBSy7IAxYBdVghzw
thank you professor may god bless you
What is the name of the book he is using ?
its by shreve
What book is he peeking in?
Stochastic Calculus for Finance II: Continuous-Time Models by Steven Shreve