Brainscape's Knowledge GenomeTM

Browse over 1 million classes created by top students, professors, publishers, and experts.


See full index

You may prefer our related Brainscape-certified flashcards:
Series 79 Top-Off Exam flashcards Series 63 flashcards Series 66 flashcards CFA flashcards SIE Exam flashcards Series 7 Top-off Exam flashcards Series 65 flashcards

Stochastic Processesand Finance

This class was created by Brainscape user Dominique Gabriela. Visit their profile to learn more about the creator.

By: Dominique Gabriela
Start Studying

Decks in this class (14)

Chapter 2: Probability Spaces And Random Variables
Sample space,
Event,
Definition 211f set of subsets si...
69  cards
Chapter 5: The binomial model
Arbitrage in one period model,
Portfolio,
Def 51 value process price process
46  cards
Chapter 14: The Black-Scholes model
The black scholes market,
The black scholes marketstock,
The black scholes marketcash
33  cards
Chapter 7: Stochastic processes and martingale theory
M and c,
Martingale transform of c by m,
Martingale transform of c by m notes
29  cards
Chapter 3: conditional expectation and martingales
Conditional expectation consideri...,
For a prob space f p a rv x to r ...,
Unique best prediction
26  cards
Chapter 1: Expectation And Arbitrage
Long term winnings via law of lar...,
Expected return of playing a coin...,
Market
23  cards
Chapter 10: Brownian motion
Graphs of brownian motion jagged ...,
Thm 1021brownian motion,
De nition 1022standard brownian m...
22  cards
Chapter 11: Stochastic integration
Area under f a random continuous ...,
Ito calculus,
Chapter 11 1remark martingale tra...
19  cards
Chapter 15: Application and extension of the Black-Scholes model
Transaction costs and parity rela...,
Def 1511 constant portfolio,
Allowing portfolios to have optio...
18  cards
Chapter 4:Stochastic processes
Definition 401 a stochastic process,
Filtrations,
Random walks
18  cards
Chapter 12: Stochastic differential equation
Making sense of xt x0 _ 0 t f_u d...,
Solving sdes,
Sdeintegral formstochastic differ...
17  cards
Chapter 13: Connections between SDEs and PDE
Consider f t x where t 0 t and x ...,
Notesolving f t t x t x f x t x 1...,
Notatione_ t x p_ t x
13  cards
Chapter 6: Convergence of random variable
Modes of convergence on formula s...,
Example 611let u be a uniform rv ...,
Example 611let u be a uniform rv ...
9  cards
Chapter 9: The transition to continuous time
Probability space continuous time,
Def 901stochastic process in cont...,
Def 902stochastic process xt is c...
8  cards

More about
Stochastic Processesand Finance

  • Class purpose General learning

Learn faster with Brainscape on your web, iPhone, or Android device. Study Dominique Gabriela's Stochastic Processesand Finance flashcards now!

How studying works.

Brainscape's adaptive web mobile flashcards system will drill you on your weaknesses, using a pattern guaranteed to help you learn more in less time.

Learn more about spaced repetition

Add your own flashcards.

Either request "Edit" access from the author, or make a copy of the class to edit as your own. And you can always create a totally new class of your own too!

What's Brainscape anyway?

Brainscape is a digital flashcards platform where you can find, create, share, and study any subject on the planet.

We use an adaptive study algorithm that is proven to help you learn faster and remember longer....

Looking for something else?

Series 79 Top-Off Exam
  • 3 decks
  • 448 flashcards
  • 810 learners
Decks: 1 Capital Market Activities Securities R, 2 Financial Statements Valuation, 3 Mergers Acquisitions Tender Offers And, And more!
Series 63
  • 4 decks
  • 150 flashcards
  • 1,376 learners
Decks: 1 Usa Broker Dealers Agents, 2 Security Registration, 3 Investment Advisers, And more!
Personal Finance
  • 5 decks
  • 588 flashcards
  • 755 learners
Decks: Exam 1, Exam 2, Exam 3, And more!
AFM103 Introductory Finance
  • 11 decks
  • 702 flashcards
  • 117 learners
Decks: 2019 February, Topic 1 Personal Financial Planning, Topic 2 Financial Planning Skills, And more!
Find Flashcards
Make Flashcards
Brainscape helps you reach your goals faster, through stronger study habits.
© 2024 Bold Learning Solutions. Terms and Conditions