9.3 Stochastic integrals with respect to local martingales

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9.3 Stochastic integrals with respect to local martingales

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週次	課程內容	課程影音
	單元七 Coutinuous-time Martingales 7.1 Stochastic process (1/2)	線上觀看
	7.1 Stochastic process (2/2)	線上觀看
	7.2 Uniform integrability	線上觀看
	7.3 Martingale theory in continuous-time	線上觀看
	7.4 Local martingales	線上觀看
	7.5 Doob-Meyer decomposition	線上觀看
	7.6 Semimartingales	線上觀看
	單元八 Brownian Motions 8.1 Scaled random walk	線上觀看
	8.2 Brownian motions	線上觀看
	8.3 The Brownian sample paths	線上觀看
	8.4 Exponential martingales	線上觀看
	8.5 d-dimensional Brownian motions	線上觀看
	單元九 Stochastic Integrals 9.1 Construction of stochastic integrals with respect to martingales (1/3)	線上觀看
	9.1 Construction of stochastic integrals with respect to martingales (2/3)	線上觀看
	9.1 Construction of stochastic integrals with respect to martingales (3/3)	線上觀看
	9.2 Stochastic integrals with respect to semimartingales	線上觀看
	9.3 Stochastic integrals with respect to local martingales	線上觀看
	9.4 Itô formula (1/2)	線上觀看
	9.4 Itô formula (2/2)	線上觀看
	9.5 Integration by parts	線上觀看
	9.6 Martingale representation theorem	線上觀看
	9.7 Change of Measures	線上觀看
	9.8 Girsanov theorem	線上觀看
	9.9 Local times	線上觀看
	單元十 Stochastic Differential Equations 10.1 Examples and some solution methods (1/2)	線上觀看
	10.1 Examples and some solution methods (2/2)	線上觀看
	10.2 An existence and uniqueness result	線上觀看
	10.3 Weak and strong solutions	線上觀看
	10.4 Feynman-Kac theorem	線上觀看
	單元十一 Continuous-Time Models 11.1 Market portfolios and arbitrage	線上觀看
	11.2 Equivalent local martingale measures	線上觀看
	11.3 Completeness	線上觀看
	11.4 Pricing for attainable contingent claim	線上觀看
	11.5 Black-Scholes-Merton formula	線上觀看
	11.6 The Greeks	線上觀看
	11.7 Parity rrelations	線上觀看
	單元十二 Hedging 12.1 Hedging strategy for the simple contingent claim 12.2 Delta and gamma hedging	線上觀看
	Appendix F、Characteristic Functions	線上觀看
	Appendix G、Differntial Equations	線上觀看
	Appendix H、Convex Analysis	線上觀看

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