Up Next in Stochastic Calculus for Finance 2

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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

• 

  40:43

  217(a) - Fundamental Theorem of Asset...

  217(a) - Fundamental Theorem of Asset...

  Explains multi dimensional Girsanov and Martingale Representation Theorem