Introduction to Optional Stopping

Exploring Optional Stopping reveals several interesting facts. In this video we define

Optional Stopping Comprehensive Overview

A simple introduction to what martingales are **At 00:47 it should say with replacement!!!** You've probably heard the many "rules" traders tout: Lock in gains, set tight stops, can't go broke taking a profit, and other things ... A visualisation of the famous Secretary Problem, part of a larger family of Optimal

A very brief introduction to martingales and stopping times. Statement of the

Summary & Highlights for Optional Stopping

  • Leave a like and subscribe if you found the video useful! A lot more to come! First video on stochastic processes: ...
  • I answer the following questions: what are martingales? What is
  • Discrete stochastic integrals (modeling cumulative profit buying and selling a stock). The
  • In this lecture, the fourth of five we are showing from the 'Probability, Measure and Martingales' 3rd year student course, Jan Obloj ...
  • The fifteenth video of the online series for Martingale Theory with Applications at the School of Mathematics, University of Bristol.

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