Live stream preview
216 - Martingale Representation Theorem with single Brownian Motion
Stochastic Calculus for Finance 2
•
38m
Explains Martingale Representation Theorem and creation of hedge portfolio
Up Next in Stochastic Calculus for Finance 2
-
217(a) - Fundamental Theorem of Asset...
Explains multi dimensional Girsanov and Martingale Representation Theorem
-
217(b) - Fundamental Theorem of Asset...
Describes First Fundamental Theorem of Asset Pricing
-
217(c) - Fundamental Theorem of Asset...
Describes Second Fundamental Theorem of Asset Pricing