Geometric Brownian motion

AWESOME Brownian motion (with explanation)!

Brownian motion is the random motion of particles suspended in a fluid resulting from their collision with the fast-moving molecules in the fluid. This pattern of motion typically alternates random fluctuations in a particle's position inside a fluid subdomain with a relocation to anoth

From playlist THERMODYNAMICS

Brownian Motion

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From playlist Physics

Brownian Motion-II

From playlist NPTEL : Probability and Stochastics for Finance

Circular Motion - A Level Physics

Consideration of Circular Motion, orbital speed, angular speed, centripetal acceleration and force - with some worked example.

From playlist Classical Mechanics

Physics 11.5 Rotational Motion - Graphical Solution (3 of 9) Introduction 3

Visit http://ilectureonline.com for more math and science lectures! In this video I will explain the graphical solutions to the equations of motions of linear motion and circular motion. Next video can be seen at: https://youtu.be/5I9WkmJglB8

From playlist PHYSICS 11 ROTATIONAL MOTION

C67 The physics of simple harmonic motion

See how the graphs of simple harmonic motion changes with changes in mass, the spring constant and the values correlating to the initial conditions (amplitude)

From playlist Differential Equations

Simple Harmonic Motion Example Question (1 of 3: Determining period of motion)

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From playlist Applications of Calculus to Mechanics

Physics 11 Rotational Motion (1 of 6) Angular Velocity and Angular acceleration

Visit http://ilectureonline.com for more math and science lectures! In this video I will develop the three basic angular rotational equations and show their equivalence to the linear motions equations.

From playlist MOST POPULAR VIDEOS

Fin Math L5-3: Towards Black-Scholes-Merton

Welcome to the last part of Lesson 5. In this video we cover some last relevant topics to finally deal with the Black-Scholes-Merton theorem, which will be the starting point of all our pricing exercises. Here you can download the new chapter of the lecture notes: https://www.dropbox.com/s

From playlist Financial Mathematics

Asymptotic properties of the volatility estimator from high-frequency data modeled by Ananya Lahiri

Large deviation theory in statistical physics: Recent advances and future challenges DATE: 14 August 2017 to 13 October 2017 VENUE: Madhava Lecture Hall, ICTS, Bengaluru Large deviation theory made its way into statistical physics as a mathematical framework for studying equilibrium syst

From playlist Large deviation theory in statistical physics: Recent advances and future challenges

Giray Ökten: Derivative pricing, simulation from non-uniform distributions - lecture 3

The models of Bachelier and Samuelson will be introduced. Methods for generating number sequences from non-uniform distributions, such as inverse transformation and acceptance rejection, as well as generation of stochastic processes will be discussed. Applications to pricing options via re

From playlist Probability and Statistics

Fin Math L8-1: The EU Call in the Bachelier Model

Welcome to Financial Mathematics. In the 8th lesson we consider different topics. In this first video we look at the value of a EU call, when we change the underlying stochastic process. In particular, we will consider the case of the Bachelier model, in which the Geometric Brownian motio

From playlist Financial Mathematics

Ito Integrals in Higher Dimension

From playlist NPTEL : Probability and Stochastics for Finance

FinMath L3-1: The Ito-Doeblin formula and the basics of math finance

Welcome to Lesson 3 of Financial Mathematics (Part 1). In this lesson we conclude our introductory discussion on the Ito integral, by addressing the (heuristics of the) Ito-Doeblin formula. Such a result will be very useful for us in the rest of the course. We then introduce important conc

From playlist Financial Mathematics

Elena Kosygina (CUNY) -- From generalized Ray-Knight theorems to functional CLTs for some models

In several models of self-interacting random walks (SIRWs) on Z generalized Ray-Knight theorems for local times proved to be a very useful tool for studying the limiting behavior of these walks. Examples include some reinforced random walks, asymptotically free and polynomially self-repell

From playlist Columbia Probability Seminar

Fin Math L6-1: The Black-Scholes-Merton theorem

Welcome to Lesson 6 of Financial Mathematics. This is the lesson of the Black-Scholes-Merton (BSM) theorem. Finally, you might say. But it will also be the lesson of volatility and distortions. A lot of interesting things. In this first video, we focus on the BSM theorem. Topics: 00:00 I

From playlist Financial Mathematics

The Brownian motion as the limit of a deterministic system of hard-spheres - Thierry Bodineau

The Brownian motion as the limit of a deterministic system of hard-spheres - Thierry Bodineau Thierry Bodineau École Polytechnique March 12, 2014 We provide a derivation of the brownian motion as the hydrodynamic limit of a diluted deterministic system of hard-spheres (in the Boltzmann-Gr

From playlist Mathematics

Fractal Properties of Coupled Polymer Weight Profiles via Coalescence... by Shirshendu Ganguly

PROGRAM :UNIVERSALITY IN RANDOM STRUCTURES: INTERFACES, MATRICES, SANDPILES ORGANIZERS :Arvind Ayyer, Riddhipratim Basu and Manjunath Krishnapur DATE & TIME :14 January 2019 to 08 February 2019 VENUE :Madhava Lecture Hall, ICTS, Bangalore The primary focus of this program will be on the

From playlist Universality in random structures: Interfaces, Matrices, Sandpiles - 2019

Raphael Forien - Gene Flow across a geographical barrier

Consider a species scattered along a linear habitat. Physical obstacles can locally reduce migration and genetic exchanges between different parts of space. Tracing the position of an individual's ancestor(s) back in time allows to compute the expected genetic composition of such a populat

From playlist Les probabilités de demain 2017

Physics 11.5 Rotational Motion - Graphical Solution (1 of 9) Introduction 1

Visit http://ilectureonline.com for more math and science lectures! In this video I will introduce and explain angular distance, angular velocity, and angular acceleration and their associated equations. Next video can be seen at: https://youtu.be/ibUpxpDr1hI

From playlist PHYSICS 11 ROTATIONAL MOTION