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14
for
'
Martingale
'
Martingales II
Martingale
s II
By
Arwan Jupiter
, On February 22, 2009
Views: 407
Course:
Stochastic Calculus
Main Category:
Calculus
Tags:
martingales
Martingales I
Martingale
s I
By
Arwan Jupiter
, On February 22, 2009
Views: 417
Course:
Stochastic Calculus
Main Category:
Calculus
Tags:
martingales
9- Conditional expectations, filtration and martingales
9- Conditional expectations, filtration and martingales
By
Bar tender
, Massachusetts Institute of Technology, Massachusetts, On August 14, 2008
Views: 1620
Course:
Advanced Stochastic Processes
Main Category:
Finance
Tags:
Expectations
filtration
martingales
26 - Application of martingale inequalities - Generalized martingale inequalities
26 - Application of
martingale
inequalities - Generalized
martingale
inequalities
By
Bar tender
, Massachusetts Institute of Technology, Massachusetts, On September 2, 2008
Views: 490
Course:
Topics in Statistics: Statistical Learni...
Main Category:
Statistics
Tags:
-
generalized
inequalities
Martingale
24 - Martingale - difference inequalities
24 -
Martingale
- difference inequalities
By
Bar tender
, Massachusetts Institute of Technology, Massachusetts, On September 2, 2008
Views: 692
Course:
Topics in Statistics: Statistical Learni...
Main Category:
Statistics
Tags:
difference
inequalities
Martingale
20 - Convergence on metric spaces. Portmanteau Theorem. Lipschitz Functions.
20 - Convergence on metric spaces. Portmanteau Theorem. Lipschitz Functions.
By
Bar tender
, Massachusetts Institute of Technology, Massachusetts, On August 30, 2008
Views: 410
Course:
Theory of Probability, Spring 2007, MIT
Main Category:
Probability
Tags:
martingales
Portmanteau
18-19 - Convergence On Metric Spaces, Portmanteau Theorem; Lipschitz Functions, Extension Theorem
18-19 - Convergence On Metric Spaces, Portmanteau Theorem; Lipschitz Functions, Extension Theorem
By
Bar tender
, Massachusetts Institute of Technology, Massachusetts, On August 30, 2008
Views: 1111
Course:
Theory of Probability, Spring 2007, MIT
Main Category:
Probability
Tags:
Levy
Lipschitz
martingales
17- Equivalent martingale measures
17- Equivalent
martingale
measures
By
Bar tender
, Massachusetts Institute of Technology, Massachusetts, On August 14, 2008
Views: 354
Course:
Advanced Stochastic Processes
Main Category:
Finance
Tags:
Equivalent
Martingale
17 - Optional Stopping Theorem for Martingales; Doob's Maximal and Upcrossing Inequalities, Second Kolmogorov's Inequality
17 - Optional Stopping Theorem for Martingales; Doob's Maximal and Upcrossing Inequalities, Second Kolmogorov's Inequality
By
Bar tender
, Massachusetts Institute of Technology, Massachusetts, On August 30, 2008
Views: 2968
Course:
Theory of Probability, Spring 2007, MIT
Main Category:
Probability
Tags:
Kolmogorov
martingales
Stopping
16- Applications of Ito calculus to finance
16- Applications of Ito calculus to finance
By
Bar tender
, Massachusetts Institute of Technology, Massachusetts, On August 14, 2008
Views: 1013
Course:
Advanced Stochastic Processes
Main Category:
Finance
Tags:
Girsanov
integral
Ito
Martingale
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