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Quant & Pricing

Itô's Lemma

The chain rule for random processes — how to find the change in a function of a wandering price. Its famous extra term, from the wiggle of Brownian motion, is what makes derivatives pricing work.

Where this is taught

Definitions are the trailer. These free levels turn Itô's Lemma into something you play — one bite-size lesson, with worked examples, a quiz and XP.

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