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Showing 1 - 10 results out of 14 for 'Martingale'
Martingales II    Preview Add to favorites    Add to favorites
By  Arwan Jupiter, On February 22, 2009
Views: 407
Main Category: Calculus
Tags: martingales 
Martingales I    Preview Add to favorites    Add to favorites
By  Arwan Jupiter, On February 22, 2009
Views: 417
Main Category: Calculus
Tags: martingales 
9- Conditional expectations, filtration and martingales    Preview Add to favorites    Add to favorites
By  Bar tender, Massachusetts Institute of Technology, Massachusetts, On August 14, 2008
Views: 1620
Main Category: Finance
Tags: Expectations filtration martingales 
26 - Application of martingale inequalities - Generalized martingale inequalities    Preview Add to favorites    Add to favorites
By  Bar tender, Massachusetts Institute of Technology, Massachusetts, On September 2, 2008
Views: 490
Main Category: Statistics
Tags: - generalized inequalities Martingale 
24 - Martingale - difference inequalities    Preview Add to favorites    Add to favorites
By  Bar tender, Massachusetts Institute of Technology, Massachusetts, On September 2, 2008
Views: 692
Main Category: Statistics
Tags: difference inequalities Martingale 
20 - Convergence on metric spaces. Portmanteau Theorem. Lipschitz Functions.    Preview Add to favorites    Add to favorites
By  Bar tender, Massachusetts Institute of Technology, Massachusetts, On August 30, 2008
Views: 410
Main Category: Probability
Tags: martingales Portmanteau 
18-19 - Convergence On Metric Spaces, Portmanteau Theorem; Lipschitz Functions, Extension Theorem    Preview Add to favorites    Add to favorites
By  Bar tender, Massachusetts Institute of Technology, Massachusetts, On August 30, 2008
Views: 1111
Main Category: Probability
Tags: Levy Lipschitz martingales 
17- Equivalent martingale measures    Preview Add to favorites    Add to favorites
By  Bar tender, Massachusetts Institute of Technology, Massachusetts, On August 14, 2008
Views: 354
Main Category: Finance
Tags: Equivalent Martingale 
17 - Optional Stopping Theorem for Martingales; Doob's Maximal and Upcrossing Inequalities, Second Kolmogorov's Inequality    Preview Add to favorites    Add to favorites
By  Bar tender, Massachusetts Institute of Technology, Massachusetts, On August 30, 2008
Views: 2968
Main Category: Probability
Tags: Kolmogorov martingales Stopping 
16- Applications of Ito calculus to finance    Preview Add to favorites    Add to favorites
By  Bar tender, Massachusetts Institute of Technology, Massachusetts, On August 14, 2008
Views: 1013
Main Category: Finance
Tags: Girsanov integral Ito Martingale