In mathematics and information theory of probability, a sigma-martingale is a semimartingale with an integral representation. Sigma-martingales were introduced by C.S. Chou and M. Emery in 1977 and 1978. In financial mathematics, sigma-martingales appear in the fundamental theorem of asset pricing as an equivalent condition to no free lunch with vanishing risk (a no-arbitrage condition). (Wikipedia).
Maßtheorie - Teil 2 - Borel'sche Sigma-Algebra
Abonniert den Kanal oder unterstützt ihn auf Steady: https://steadyhq.com/en/brightsideofmaths Ihr werdet direkt informiert, wenn ich einen Livestream anbiete. Hier erzähle ich etwas über die Maßtheorie. Wir zeigen in diesem Video die Definition einer Borel'schen Sigma-Algebra. #Maßtheo
From playlist Maßtheorie und Integrationstheorie
Piazzolla, Guitarra, Bandoneón y Orquesta de Cuerdas-Alondra de la Parra & Orchestre de París
Alondra de la Parra – Directora Richard Galliano – Bandoneón Yamandu Costa- Guitarra Orchestre de Paris Director Musical – Paavo Järvi Video - Jean-Pierre Loisil ARTE France
From playlist NeoTango
Lagrange Bicentenary - Cédric Villani's conference
From the stability of the Solar system to the stability of plasmas
From playlist Bicentenaire Joseph-Louis Lagrange
From general etale (phi, Gamma)-modules to representations of G(Q_p) - Marie-France Vigneras
Marie-France Vigneras Institut de Mathematiques de Jussieu March 24, 2011 For more videos, visit http://video.ias.edu
From playlist Mathematics
Lagrange Bicentenary - Jacques Laskar's conference
Lagrange and the stability of the Solar System
From playlist Bicentenaire Joseph-Louis Lagrange
Tchebyshev's Plantigrade Machine, a Lego walker.
From playlist Lego
Fin Math L6-1: The Black-Scholes-Merton theorem
Welcome to Lesson 6 of Financial Mathematics. This is the lesson of the Black-Scholes-Merton (BSM) theorem. Finally, you might say. But it will also be the lesson of volatility and distortions. A lot of interesting things. In this first video, we focus on the BSM theorem. Topics: 00:00 I
From playlist Financial Mathematics
2 Ruediger - Stochastic Integration & SDEs
PROGRAM NAME :WINTER SCHOOL ON STOCHASTIC ANALYSIS AND CONTROL OF FLUID FLOW DATES Monday 03 Dec, 2012 - Thursday 20 Dec, 2012 VENUE School of Mathematics, Indian Institute of Science Education and Research, Thiruvananthapuram Stochastic analysis and control of fluid flow problems have
From playlist Winter School on Stochastic Analysis and Control of Fluid Flow
6 4 Risk neutral pricing Black Scholes Merton model Part 1
BEM1105x Course Playlist - https://www.youtube.com/playlist?list=PL8_xPU5epJdfCxbRzxuchTfgOH1I2Ibht Produced in association with Caltech Academic Media Technologies. ©2020 California Institute of Technology
From playlist BEM1105x Course - Prof. Jakša Cvitanić
Fin Math L5-2: A simple exchange rate model
In this second part of Lesson 5, we consider a simple exchange rate model, which allows us to see the Cameron-Martin theorem in action. The model also introduces a particular version of the exponential martingale that will be essential for us later. I ask you to spend some time reasoning a
From playlist Financial Mathematics
From playlist NPTEL : Probability and Stochastics for Finance
Paolo Guasoni, Lesson I - 18 december 2017
QUANTITATIVE FINANCE SEMINARS @ SNS PROF. PAOLO GUASONI TOPICS IN PORTFOLIO CHOICE
From playlist Quantitative Finance Seminar @ SNS
20 Tutorial by Ruediger - Stochastic Integration & SDEs
PROGRAM NAME :WINTER SCHOOL ON STOCHASTIC ANALYSIS AND CONTROL OF FLUID FLOW DATES Monday 03 Dec, 2012 - Thursday 20 Dec, 2012 VENUE School of Mathematics, Indian Institute of Science Education and Research, Thiruvananthapuram Stochastic analysis and control of fluid flow problems have
From playlist Winter School on Stochastic Analysis and Control of Fluid Flow
5 6 Ito s Rule, Ito s Lemma Part 2
BEM1105x Course Playlist - https://www.youtube.com/playlist?list=PL8_xPU5epJdfCxbRzxuchTfgOH1I2Ibht Produced in association with Caltech Academic Media Technologies. ©2020 California Institute of Technology
From playlist BEM1105x Course - Prof. Jakša Cvitanić
6 6 Black Scholes Merton pricing Part 3
BEM1105x Course Playlist - https://www.youtube.com/playlist?list=PL8_xPU5epJdfCxbRzxuchTfgOH1I2Ibht Produced in association with Caltech Academic Media Technologies. ©2020 California Institute of Technology
From playlist BEM1105x Course - Prof. Jakša Cvitanić
Peter Imkeller: An introduction to BSDE
Abstract: Backward stochastic differential equations have been a very successful and active tool for stochastic finance and insurance for some decades. More generally they serve as a central method in applications of control theory in many areas. We introduce BSDE by looking at a simple ut
From playlist Probability and Statistics
#Physics #Mechanics #Engineering #NicholasGKK #Shorts
From playlist General Mechanics