Simplified Stochastic
Calculus
Bootcamp

We make a promise: Stochastic Calculus will never be difficult again for you. Doesn't matter whether you are a beginner or a Quant, this bootcamp is for everyone.

Stochastic Calculus Made Simple!

Simpler theory

Theory class starts from 16th August and will be conducted on weekends.

Quality Material

High Quality notes, reference material, python implementation, Assignments

Application

The bootcamp will be application based, bridging theory and practice.

Wide coverage

Basics to Advanced Curriculum, designed for everyone.

Curriculum of Stochastic Calculus Bootcamp
- An industry based research oriented curriculum

Stage-1

Sigma Algebra, Random Walk, Interview questions based on Random Walk, Brownian Motion, Monte Carlo, Correlated Brownian Motion, Complete Markov Chain, Martingale, Stochastic Differential Equation: GBM, OU, CIR, Heston, Ito’s formula

Stage-2

Probability Measures, Change of measures, Radon-Nikodym Derivatives, Girsanov theorem, Black Scholes Formula Derivation, Ito’s Integral, Hurst Parameter, Fractional Brownian Motion, Simulation of Fractional Brownian Motion

Stage-3

Jump -diffusion process, multi variable stochastic calculus, Feynman-Kac theorem and its applications Monte Carlo Simulation :Variance reduction techniques like using antithetic variables, control variates etc, Application of Monte Carlo

Stage-4

Variance Gamma Process, Simulation of Variance Gamma Process, Carr Madan Formula, Python Implementation, Practice Problems, Capstone Projects, Tests on Stochastic Calculus, Quizzes, Assignments, Doubt Support,

Lecture Timings

Lectures will be taken live on weekends from 10-12 AM IST. Recordings will be shared and all materials will have lifetime access.

Registration

The registration fee for the bootcamp is INR 6,999 including GST. Register now:

For any query,please DM us on whatsapp at +91 9289948389

Simplified Stochastic Calculus Bootcamp