Stochastic Calculus for Quantitative Finance

Covers Complete Stochastic Calculus for Quant Finance

A comprehensive program designed to take you from the foundations to advanced applications of stochastic calculus in quantitative finance. The course includes:

• Recorded Lectures
• Python Implementations
• Assignments & Projects
• Lifetime Access
• Doubt Solving

A complete learning ecosystem for anyone aiming to master stochastic calculus and its quantitative finance applications.

Curriculum:-

Sigma Algebra, Random Walk, Interview questions based on Random Walk, Brownian Motion, Monte Carlo, Correlated Brownian Motion, Complete Markov Chain, Martingale, Stochastic Differential Equation: GBM, OU, CIR, Heston, Ito’s formula, Probability Measures, Change of measures, Radon-Nikodym Derivatives, Girsanov theorem, Black Scholes Formula Derivation, Ito’s Integral, Hurst Parameter, Fractional Brownian Motion, Simulation of Fractional Brownian Motion, Jump -diffusion process, multi variable stochastic calculus, Feynman-Kac theorem and its applications, Monte Carlo Simulation, Variance reduction techniques like using antithetic variables, control variates etc, Application of Monte Carlo, Variance Gamma Process, Simulation of Variance Gamma Process, Carr Madan Formula, Python Implementation, Practice Problems, Capstone Projects, Tests on Stochastic Calculus, Quizzes, Assignments, Doubt Support