An introduction to solving stochastic differential equations! Connect with me on LinkedIn! / roman-paolucci Follow me on Medium: / romanmichaelpaolucci Check out my GitHub: github.com/Rom...
This is amazing. Your explanation here was probably the clearest one of any math concept I have ever seen on RU-vid. Seriously. My bachelor's was in physics so have some math background but want to get into quant finance. The problem is I have very limited knowledge of programming. Do you think python would be the best start? Sent you a connect on LinkedIn btw!
Hey there Stanley! Python is the language of choice for every serious researcher in academia and industry. We highly recommend you check out our course if you’re interested in getting started!
Cool video. You say in 7:40 that it is just a matter of FTC, and its trivial. It is not. We have a different animal there. The fact that we use the notation of differential for a stochastic process and that integrating it is still its inverse operation in this new context is subtle.
Terrific intro and development. Thanks! Is it possible to get a copy of the pages you're working from? Perhaps upload them to your GitHub? Plus, your take on the Feynman path stuff you mention toward the end of the vid would be real welcome. Thanks again! Great work.
