Stochastic Calculus

Learn or refresh your stochastic calculus with a full lecture, practical examples and 20+ exercises and solutions.
4.01 (218 reviews)
Udemy
platform
English
language
Math
category
instructor
Stochastic Calculus
1 452
students
2.5 hours
content
Sep 2021
last update
$19.99
regular price

Why take this course?

🎓 Master Stochastic Calculus with Thomas Dacourt!


Course Title:

Stochastic Calculus: From Basics to Advanced Concepts


Headline:

🚀 Unlock the Mysteries of Stochastic Calculus - Lectures, Examples & Over 20 Exercises Await You!


Course Description:

Are you a maths student seeking to delve into the world of stochastic calculus, or are you a professional in the banking or insurance industry eager to strengthen your theoretical foundation? Look no further! Stochastic Calculus by Thomas Dacourt is tailored for learners at all levels, offering clear lectures and an extensive collection of exercises with step-by-step solutions. 📚✨


Why Choose This Course?

  • Easy to Understand: Complex concepts are broken down into simple, digestible pieces.
  • Comprehensive Coverage: We cover everything you need to know about stochastic calculus from the ground up.
  • Practical Application: Real-world examples and exercises help solidify your understanding of the theory.
  • To The Point: No fluff – only valuable content that gets straight to the heart of stochastic calculus.

Course Curriculum:

We will dive into a plethora of topics, including but not limited to:

  • σ-algebra
  • Measure and Probability
  • Expectation and Covariance
  • Independence
  • Conditional expectation
  • Stochastic process and Brownian motion
  • Martingale and Itô's lemma
  • Itô's process and Itô's isometry
  • Stochastic integral and Geometric Brownian motion
  • Quadratic variation, Integral martingale, Girsanov theorem
  • Change of measure, Radon nikodym theorem, Stopping times
  • Optional stopping theorem

Key Features:

  • Expert Lectures: Learn from Thomas Dacourt's extensive experience as a Senior Quantitative Analyst.
  • Comprehensive Exercises: Over 20 downloadable exercises with detailed solutions to test your knowledge and understanding.
  • Interactive Learning: Engage with the material through practical examples and real-world applications.
  • Lifetime Access: Revisit lectures, exercises, and solutions whenever you need a refresher or want to deepen your understanding.
  • Q&A Support: Have questions? Our dedicated support team is here to help.
  • Certificate of Completion: Showcase your new expertise with a certificate to validate your learning journey.
  • 30-Day Money-Back Guarantee: Your satisfaction is guaranteed, or your money back within 30 days.

Your Instructor: Thomas Dacourt, a seasoned Senior Quantitative Analyst at a prestigious investment bank in London, brings over a decade of experience in equity, commodities, and credit across London's financial landscape. His academic background includes mathematics and applied mathematics from France and financial engineering from London. 👨‍🏫🌍


Don't miss this opportunity to master stochastic calculus with a proven expert! Enroll now and elevate your understanding of mathematical finance and option pricing. With our comprehensive course, you'll be equipped with the tools and knowledge to excel in your field. 📈🎉


Join Thomas Dacourt's Stochastic Calculus Course Today and Embark on Your Journey to Mathematical Mastery!

Course Gallery

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Related Topics

3950832
udemy ID
31/03/2021
course created date
28/01/2022
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