GitHub - delonzhou/stochastic-notes: Notes on stochastic calculus, optimal control, modern portfolio theory and derivatives pricing

delonzhou / stochastic-notes Public

Notes on stochastic calculus, optimal control, modern portfolio theory and derivatives pricing

Notifications

Name		Name	Last commit message	Last commit date
Latest commit History 1 Commit
.gitignore		.gitignore
Euler.pdf		Euler.pdf
brownian.pdf		brownian.pdf
brownianjump.pdf		brownianjump.pdf
frontier.pdf		frontier.pdf
geometricbrownian.pdf		geometricbrownian.pdf
mertonspreads.pdf		mertonspreads.pdf
stochastic.pdf		stochastic.pdf
stochastic.tex		stochastic.tex
strikedependence.pdf		strikedependence.pdf
timedependence.pdf		timedependence.pdf