Statistics · Columbia University
I learned a lot of things from this course including binomial trees, stochastic calculus, and derivatives pricing.
I learned the practical procedures and comprehensive theory of preprocessing, fitting and forecasting a time series.
Shreve Stochastic Calculus for Finance I and II
Stationality, ARIMA model's coding and interpretation.
Binomial, Trinomial tree. SDE, BS-formula, Exotic derivatives.
Applicable Model of Time series. ARMA, ARIMA, ARCH, GARCH...
Stochastic method in discrete and continuous time. Lots of model and some stochastic analysis.
Discrete Time Models: Binomial Model (No arbitrage pricing and Risk neutral pricing), American Options and Optimal Stopping, Trinomial Model and Incomplete Markets Continuous Time Models
I like this course and the instructor. Prof Dayanikli is very kind and helpful. I learned lots of useful knowledge in this course.
The theoretical knowledge and practical implementation of time series analysis. The model covered is mainly ARMA, ARCH and GARCH.