https://wikicshse.ru/index.php?action=history&feed=atom&title=Icef-scalc-2022-fall 2026-06-06T11:08:31Z История изменений этой страницы в вики MediaWiki 1.45.3 https://wikicshse.ru/index.php?title=Icef-scalc-2022-fall&diff=330&oldid=prev 2023-01-08T20:54:48Z

<p>Migrated current public revision from wiki.cs.hse.ru</p> <p><b>Новая страница</b></p><div>[https://raw.githubusercontent.com/bdemeshev/sc401/master/matek2_collect/matek2_collection.pdf Past exams collection]<br /> <br /> [https://t.me/+2KbmI_35sQQ5OGZi telegram QA and announcements]<br /> <br /> [https://zoom.us/j/8126338383 zoom meetings link]<br /> <br /> [https://disk.yandex.ru/d/93M_J0sW1LxPpQ zoom recordings]<br /> <br /> [https://github.com/bdemeshev/icef_stocalc_2022_fall/tree/main/lecture_notes all handwritten notes]<br /> <br /> [https://github.com/bdemeshev/icef_stocalc_2022_fall/raw/main/ha/ha.pdf Home assignments]<br /> <br /> Week 1. Sigma algebras, conditional expected value<br /> <br /> Week 2. Conditional variance, geometric viewpoint, martingales, stopping times<br /> <br /> Week 3. Doob&#039;s theorem, ABRACADABRA, Wiener process<br /> <br /> Week 4. Stochastic integral: intuition<br /> <br /> Week 5. Stochastic integral: properties, Ito&#039;s lemma<br /> <br /> Week 6. Option pricing: binomial, Black and Scholes model.</div>

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