Saturday, September 12, 2009

Stochastics

This is most difficult subject for me in this semester compare to other subjects.
Really can't get what the lecturer was teaching. Most of the syllabus in this subject are mostly on Poisson Processes, Call option, Put option, Binomial Tree ,Black Scholes, Interest rates and so on.
But , the most confusing and tough part for me is the Ito' Lemma. As the differential at that past is really confusing and making me headche. Its differential is not same with usual Calculus but still consider as a differential equation with a little bit of change inside. I'm still haven't really catch the story at behind of it. Damn sick now, sick of being using my brain to think and think. Try to figure it with whatever I can do with it. Really hopeless now but what to do ? But still need to study too.

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