Brownian Motion for Financial Mathematics | Brownian Motion for Quants | Stochastic Calculus
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YouTubeQuantPy
Brownian Motion for Financial Mathematics | Brownian Motion for Quants | Stochastic Calculus
In this tutorial we will investigate the stochastic process that is the building block of financial mathematics. We will consider a symmetric random walk, scaled random walk and Brownian motion. The mathematic notation and explanations are from Steven Shreve's book Stochastic Calculus for Finance II. Important properties of Brownian motion are ...
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