Stochastic Calculus

Derive the Black-Scholes equation from scratch and master the models that power modern finance.

Lesson 0.1: Key Concepts - Mean and Variance
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20 min
Lesson 0.2: Standard Deviation (The "Intuitive" Spread)
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15 min
Lesson 0.3: The Normal Distribution N(μ, σ²)
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20 min
Lesson 0.4: Calculus Review - Derivatives (The "Slope")
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15 min
Lesson 0.5: Calculus Review - Integrals (The "Sum")
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15 min
Lesson 0.6: The "Master Tool": The Taylor Expansion
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25 min
Lesson 0.7: The "Master Tool" (Part 2): The 2-Variable Taylor Expansion
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25 min
Lesson 0.8: The Rules of "Normal" Infinitesimals
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15 min