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Brownian Motion | Part 3 Stochastic Calculus for Quantitative Finance
In this video, we’ll finally start to tackle one of the main ideas of stochastic calculus for finance: Brownian motion. We’ll also be looking at the Scaled Random Walk, Quadratic Variation, and Geometric Brownian Motion. This is where the fun begins ;) Chapters: 0:00 Introduction 0:59 Random Walk 2:36 Scaled Random Walk 5:28 Brownian Motion ...
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