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Ito’s Rule and the Stock Price Model

Ito’s rule, the language of stochastic differential equations, geometric Brownian motion and its simulation by the Euler method.

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How this module runs

  1. 01 · IntroductionWhat it is and why it matters
  2. 02 · Key PointsThe most important points
  3. 03 · The Math + PythonFormula, step by step, code
  4. 04 · Real WorldWhere it is used, best practice, common mistakes
  5. 05 · QuestionsExercises and interview
  6. Mini projectOne small program
Mini projectExact and Euler paths, and the error between themOne small program on the topic, to run and to extend step by step.

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