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Itos Lemma Explained

63.7K views
Mar 3, 2023
7:00

Video on Taylor-Explansion: https://youtu.be/3d6DsjIBzJ4 This is part 3 of my series on "Understanding Black Scholes". Ito's Lemma is a key mathematical lemma used in the derivation of Black-Scholes - so here is my understanding. I know that this is mathematically not super rigorous. This video is here only to give intuition.

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Itos Lemma Explained | NatokHD