Stochastic Process, Filtration | Part 1 Stochastic Calculus for Quantitative Finance

In this video, we will look at stochastic processes. We will cover the fundamental concepts and properties of stochastic processes, exploring topics such as filtration and adapted processes, which are crucial for option pricing and financial modeling.
Playlist of the course: • Stochastic Calculus fo...
Reference:
- Éléments de calcul stochastique pour l’évaluation et la couverture des actifs dérivés by Imen Ben Tahar, José Trashorras, and Gabriel Turinici.
- Stochastic Calculus for Finance II: Continuous-Time Models by Steven Shreve

[@kuleensasse6231]

Another banger video!

[@zaydmohammed6805]

Finally someone who explains with examples

[@applz1337]

this channel is gonna pop

[@onura9139]

looking forward to the next

[@JR-iu8yl]

I'm currently doing my masters' thesis on Stochastic Processes, talk about perfect timing.

[@shamanths3783]

Was on the lookout for one of these series for a while now, this is awesome. I'm still a newbie at quant math so the examples definitely helped me grasp some of these concepts.

[@CS_n00b]

wtf this is amazing

[@jeanne3815]

👍

[@Enko97]

I looooooved the video. Excellent work, pal :))

[@user-up4wj9vi3w]

just don't stop uploading

[@Three.Six.Nine.]

Great vid, do you think you can cover basic Stochastic Differential Equations?

[@Hacker097]

Hey this is high quality work. How is it free?

[@abhiramreddy3589]

Nice vid! Is this a series?

[@martinsanchez-hw4fi]

What do you use to make your animations?

[@martinsanchez-hw4fi]

It is not clear to me when you way \omega \in (\Omega, \F), what is that tuple? Wouldn't the meassure (and the sigma algebra) be implied by the random variable?