Icef-scalc-2022-fall

Past exams collection

telegram QA and announcements

zoom meetings link

zoom recordings

all handwritten notes

Home assignments

Week 1. Sigma algebras, conditional expected value

Week 2. Conditional variance, geometric viewpoint, martingales, stopping times

Week 3. Doob's theorem, ABRACADABRA, Wiener process

Week 4. Stochastic integral: intuition

Week 5. Stochastic integral: properties, Ito's lemma

Week 6. Option pricing: binomial, Black and Scholes model.