Перейти к содержимому

The Martingale Property of Discounted Stock Prices

Mike, the Mathematician

0:00 / 0:00

The Martingale Property of Discounted Stock Prices

2 723 просмотра · 3 года назад
Mike, the Mathematician
26,2 тыс. подписчиков
2 723 просмотра · 3 года назад
We find the conditional expectation of a stock price at a certain time given information about the price of the stock a moment before. We will find the risk neutral probability under which discounted stock prices are martingales. #mikedabkowski, #mikethemathematician, #profdabkowski, #mathfinance