Видео с ютуба Continuous-Time Finance

Part 2: Heterogeneous Agent Models with Financial Frictions, A Continuous Time Approach

No-arbitrage conditions and pricing from discrete-time to continuous-time strategies

Mathematical Finance: L25 - From discrete to continuous time

Exercise: Markowitz Portfolio Management in Continuous-Time (CRRA Preferences)

Lecture Computational Finance / Numerical Methods 18: Hedging in Continuous Time

Continuous-Time Finance by Robert C Merton | Economics Bengali Book Summary | [ I02_0004 ]

Nobel Laureate, Robert C Merton Talk

Option pricing in continuous time by Mrinal Ghosh (Part 2)

𝐑𝐎𝐁𝐄𝐑𝐓 𝐂. 𝐌𝐄𝐑𝐓𝐎𝐍 𝐑𝐞𝐯𝐨𝐥𝐮𝐭𝐢𝐨𝐧𝐢𝐳𝐞𝐬 𝐂𝐨𝐧𝐭𝐢𝐧𝐮𝐨𝐮𝐬-𝐓𝐢𝐦𝐞 𝐅𝐢𝐧𝐚𝐧𝐜𝐞 𝐢𝐧 𝐀𝐦𝐚𝐳𝐢𝐧𝐠 𝐖𝐚𝐲𝐬!

CISDM 2020: Professor Peter Carr

Part 3: Heterogeneous Agent Models with Financial Frictions, A Continuous Time Approach

Continuous-Time Finance by Robert C Merton | Economics Hindi Book Summary | [ I03_0004 ]

Part I: Heterogeneous Agent Models with Financial Frictions, A Continuous Time Approach

Financial Derivatives - Lecture 11

Essays In Persuasion by John Maynard Keynes

Option pricing in continuous time by Mrinal Ghosh (Part 1)

Stochastic Process, Filtration | Part 1 Stochastic Calculus for Quantitative Finance

5. Stochastic Processes I

Continuous Time Dynamic Programming -- The Hamilton-Jacobi-Bellman Equation

How Robert C. Merton Changed Finance Forever with Continuous-Time Models