Ito Lemma

  Рет қаралды 27,780

MJ the Fellow Actuary

MJ the Fellow Actuary

Күн бұрын

Пікірлер: 20
@yashvardhansingh713
@yashvardhansingh713 2 жыл бұрын
Thanks for not making me feel like a dumbass casue the papers on this thing are crazzzy, truly only for the immortals
@Justicecpt
@Justicecpt 5 ай бұрын
MJ’s 6 month long sex scandal... Want to know more? Head to @kreativedrifter on X for all the details. Don’t let the truth slip by-stay informed and stay woke out there, ladies. #Exposed #TruthMatters #JusticeCPT
@tendaichits3371
@tendaichits3371 4 жыл бұрын
Hello MJ. Thank you for this video it was very helpful. I am looking for the wiener process video and brownian motion videos and cant seem to find them can you please share the link for easy access. Thank you 😁
@Hamromerochannel
@Hamromerochannel 2 жыл бұрын
Thanks I finally understand how the mean and variance of Brownian motion stock price comes from
@mahmudnuraringim7950
@mahmudnuraringim7950 Жыл бұрын
Thank you very much for the explanation. Pls the link to the other videos you mentioned
@rubenvanoostenbrugge6065
@rubenvanoostenbrugge6065 3 жыл бұрын
1:18 lol, proof by "above my pay grade"
@High_Priest_Jonko
@High_Priest_Jonko 3 жыл бұрын
It's true, Ito was employed at the SBJ when he discovered this stuff
@jinhusun9920
@jinhusun9920 2 жыл бұрын
So why it is + sigma at the last third equation and sigma^2 below it?
@High_Priest_Jonko
@High_Priest_Jonko 3 жыл бұрын
Nice video but the formula for dG isn't that complicated. It's just a Taylor expansion of a bivariate function where the higher order terms disappear so all that's left are ugly first and second-order terms. Any questions about that?
@siyabonganxumalo1879
@siyabonganxumalo1879 2 жыл бұрын
why do the other terms disappear, explain that lol
@AlgebraicContinuation
@AlgebraicContinuation 6 ай бұрын
​@@siyabonganxumalo1879because the variance is quadratic for Brownian motion so third order expansion terms go to zero.
@stephendavis3821
@stephendavis3821 Ай бұрын
your amazing thanks man!
@YYZ722
@YYZ722 4 жыл бұрын
Very helpful!!!!!Thanks a lot!!
@Louiesnothere
@Louiesnothere 4 жыл бұрын
Why hello there. Honestly, I have no idea what I am.
@hinataaaplays
@hinataaaplays 2 жыл бұрын
+1
@rakshaypawar7940
@rakshaypawar7940 2 жыл бұрын
u r a lemon
@stefaniebabiolakis2724
@stefaniebabiolakis2724 3 жыл бұрын
Thank you for this!!!
@adityamisra8869
@adityamisra8869 2 жыл бұрын
I shouldn't have gone to Imperial 😭
@matteosecco3119
@matteosecco3119 2 жыл бұрын
Very useful thank you
@DAVID_KANG
@DAVID_KANG 3 жыл бұрын
thx
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