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Introduction to Stochastic Differential Equations (SDEs) for Finance
Introduction to Stochastic Differential Equations (SDEs) for Finance
Created 4 June 2024
Managed by
Bot
Finance
These are course notes on the application of SDEs to options pricing.
10
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Financial Introduction
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Brownian Motion & Stochastic Calculus
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The Black-Scholes Theory
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The Black-Scholes Greeks
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Exotic Options
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Implied Volatility & Local-Volatility Fits
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Stochastic Volatility
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Stochastic Control
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Martingales and Stopping Times
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Some Notes on Fourier Transforms
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