Stochastic Portfolio Theory - Part 0.1 - Introduction
Channel: Chen Ai
Date: 2022-07-05

This is a graduate-level course about stochastic portfolio theory. The producer (me) is a graduate student at Columbia University majoring in Mathematical Finance.  

No prior knowledge of finance is required, but familiarity with real analysis, measure theory, basic probability theory, and stochastic analysis is assumed. I hope it helps students like younger me and other people interested in this field.

And thank you for supporting me through subscription!