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Itos Lemma Explained
Автор: FinanceAndEconomics
Загружено: 2023-03-03
Просмотров: 58250
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Video on Taylor-Explansion: • Taylor series | Chapter 11, Essence of cal...
This is part 3 of my series on "Understanding Black Scholes".
Ito's Lemma is a key mathematical lemma used in the derivation of Black-Scholes - so here is my understanding.
I know that this is mathematically not super rigorous. This video is here only to give intuition.
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