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Probability and Stochastic for Finance II (Video)
broucher Course Brochure
Probability and Stochastic for Finance II (Video)
by Dr Joydeep Dutta

This course provides the minimum mathematical requirements to study mathematical finance or more precisely the pricing of financial derivatives....

5.0  (600 Ratings) 844 Learner
validy img Validity Unlimited
level All Level
level English
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Program Fee
FREE
About This Course

This course provides the minimum mathematical requirements to study mathematical finance or more precisely the pricing of financial derivatives....

Course Curriculum
4 Sections | 20 Lecture | 10h 55min total length
Expand all sections
Probability and Stochastic for Finance II (Video)

Week-1

| 03h 06min total length
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    Fundamentals of Interest Rates

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    Fixed Income Securities

    37m <?php echo $alt; ?>
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    Term Structure of Interest Rates- I

    33m <?php echo $alt; ?>
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    Optimization Models In Finance

    37m <?php echo $alt; ?>
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    Crash course on KKT Condition

    32m <?php echo $alt; ?>
Probability and Stochastic for Finance II (Video)

Week-2

| 02h 28min total length
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    Mean Variance Portfolio Optimization I

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    Mean-Variance Portfolio Optimization II

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    Mean Variance Portfolio Optimization III

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    Mean Variance Portfolio Optimization IV

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    Last lecture on Portfolio Optimization

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Probability and Stochastic for Finance II (Video)

Week-3

| 02h 34min total length
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    Capital Asset Pricing Model

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    The Binomial Model [Lox-Ross-Rubenstein Model]?

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    The Binomial Method II

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    Binomial Method III (Multiperiod model)

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    Binomial Method IV

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Probability and Stochastic for Finance II (Video)

Week-4

| 02h 45min total length
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    Girsanav's Theorem (Basic tool)

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    Girsanav's Theorem (Statement and proof)

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    Stock price under risk netral measure

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    The Black -Scholes formula

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    Final Lecture

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show 1 more sections

Review & Ratings

5.0
https://img1.study24x7.com/assets/images/svg-three/course/courseDetails/videoPlayIcon.svg

Chirag Singhal

28 Sep 2022 03:55 PM

Excellent

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Rohit sinha

28 Sep 2022 03:34 PM

Superb lectures

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