Sunday, January 17, 2021

Stochastic (Martingale):

 Martingale-

Martingales are a class of real-valued stochastic processes in discrete time: Brownian Motion, Brownian Motion with drift, Wald’s martingale.

Properties:


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Incorporating IPCC Climate Projections into Probability of Default:

  For a detailed description od theory and excel worbook example, refer to the attached link https://drive.google.com/drive/folders/1vAcH8ge...