Are you a maths student who wants to discover or consolidate your stochastic calculus? Are you a professional in the banking or insurance industry who wants to improve your theoretical knowledge?Well then youve come to the right place!Stochastic Calculus by Thomas Dacourt is designed for you, with clear lectures and over 20 exercises and solutions.In no time at all, you will acquire the fundamental skills that will allow you to confidently manipulate and derive stochastic processes. The course is:Easy to understandComprehensivePracticalTo the pointWe will cover the following:-algebraMeasureProbabilityExpectationIndependence, covarianceConditional expectationStochastic processMartingaleBrownian motionIt\'s lemmaIt\'s processIt\'s isometryStochastic integralGeometric Brownian motionQuadratic variationIntegral martingaleGirsanov theoremChange of measureRadon nikodym theoremStopping timesOptional stopping theoremThese key concepts form the basis for understanding mathematical option pricing.Along with the lectures, there are 20+ downloadable exercises with solutions provided which are designed to check and reinforce your understanding.The instructorI am Thomas Dacourt and I am currently working as a senior quantitative analyst for a prestigious investment bank in London. I have held various quant positions in equity, commodities and credit in London over the last 10 years. I have studied mathematics and applied mathematics in France and financial engineering in London. YOU WILL ALSO GET:Lifetime AccessQ&A section with supportCertificate of completion30-day money-back guarantee