Great initiative! Ito calculus is one of the most fascinating subjects. And the measure theoretic part of it can be quite demanding!
@MathematicalToolbox
Жыл бұрын
Thank you. It is definitely fascinating. It demanded my attention many years ago and has not wavered since. I hope that someone can find some utility in this series and that the field can become accessible to a wider audience. Indeed, measure theory can be tough. Thank you for the comment!
@TheUndergraduateQuant
9 ай бұрын
Gold content! I'm studying SDE by myself and it's perfect, hope that you're gonna make more content on SDE and how to code it in Python or other programming languages!
@MathematicalToolbox
9 ай бұрын
Thank you! I am always so happy whenever someone finds this useful. Sorry to disappoint you, but I don't plan on doing videos on Python or other programming languages. At least not with respect to SDE. It's just not where I want to dedicate my time. Perhaps in the future! I plan on ending the series in three to four more videos. The final video will be on how to solve a simple stochastic partial differential equation. By the way, judging by your name, you might be interested in this cool book on Mathematical Finance by Saari. Here's an affiliate link: amzn.to/3uNYA3O Thank you again!
@lcblcblcblcb
Жыл бұрын
Whats your review on the Steven Shreve's books about Stochastic Calculus?
@MathematicalToolbox
Жыл бұрын
It's a very good book if you're interested in finance and have knowledge of probability. I had used it before and never had a problem with it. Shreve is a master at explaining the concepts of Stochastic Calculus. It's entirely possible to go something like Calin into Shreve or Klebaner or Evans or Solin and Sarkka or Capasso and Bakstein. You can avoid Calin if you have some probability under your belt and some mathematical maturity (some experience with analysis would help with some of these). EDIT: I would like to add that there are several solution manuals to Shreve online.
@bismakhalid3202
Жыл бұрын
Why you hide other 2 videos?
@MathematicalToolbox
Жыл бұрын
Parts 3 and 4 in the series? I have not recorded them yet, but part 2 is available. They were not very popular, so I've prioritized making other videos. I'll upload them within the next week or two. Thanks for showing interest.
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