Up Next in Stochastic Calculus for Finance 2

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  56:32

  215(a) - Girsanov's Theorem

  215(a) - Girsanov's Theorem

  Change of measure and Girsanov's Theorem

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  1:23:10

  215(b) - Black Scholes using Risk Neu...

  215(b) - Black Scholes using Risk Neu...

  Derives Black Scholes formula for a European Call option

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  38:24

  216 - Martingale Representation Theor...

  216 - Martingale Representation Theor...

  Explains Martingale Representation Theorem and creation of hedge portfolio