Stochastic Calculus Roadmap for Quantitative Finance скачать в хорошем качестве

Stochastic Calculus Roadmap for Quantitative Finance

Feeling stuck on where to start with stochastic calculus? This video gives you the exact roadmap I wish I had (plus sequence to learn). I cover what each topic is, the key subtopics that actually matter, the prerequisites so you don’t waste time, and applications. Plus, there’s a downloadable PDF checklist with topic → subtopics → prerequisites to keep your learning structured. Download the roadmap PDF: https://shop.beacons.ai/quantify_your... Chapters: 0:00 Why this roadmap 0:36 Topics: Topic 0 — Foundations Topic 1 — Brownian, filtrations, martingales Topic 2 — Itô calculus Topic 3 — SDEs and diffusions Topic 4 — Risk‑neutral and numéraires Topic 5 — Generators and Feynman–Kac Topic 6 — Greeks and hedging Topic 7 — Jumps and Lévy Topic 8 — SV, local vol, hybrids Topic 9 — Rough vol Topic 10 — Americans Topic 11 — Control and BSDEs Topic 12 — Term structure Topic 13 — Filtering Topic 14 — Numerics Topic 15 — Calibration Topic 16 — xVA 12:10 How to study each topic sequentially Disclaimer: The views expressed here are my own and do not reflect the opinions or endorsements of my employer or any institutions I am affiliated with. This is a suggested way of learning and should be accompanied by thorough reading and may not include some topics.