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Stochastic Calculus
Master the "weird algebra" of random walks and derive the Black-Scholes equation.
Module 0: The Quant Toolkit (Prerequisites)
6
Lessons
2h 40m
Key Concepts - Mean and Variance
Not Started
20 min
Standard Deviation (The "Intuitive" Spread)
Not Started
15 min
The Normal Distribution N(μ, σ²)
Not Started
20 min
Calculus Review - Derivatives (The "Slope")
Not Started
15 min
Calculus Review - Integrals (The "Sum")
Not Started
15 min
The Rules of "Normal" Infinitesimals
Not Started
15 min
Module 1: The Foundations of Randomness
4
Lessons
1h 20m
Module 2: The "Weird Algebra" of Itô Calculus
4
Lessons
1h 20m
Module 3: Itô's Lemma (The "Chain Rule" of Finance)
5
Lessons
1h 50m
Module 4: Deriving the Black-Scholes-Merton PDE
4
Lessons
1h 25m
Module 5: The "Greeks" - The Practical Side of the PDE
6
Lessons
1h 50m
Module 6: Advanced Models (Beyond Black-Scholes)
5
Lessons
1h 40m