📚 It’s here! Brownian Motion, the first module of QuantPhi’s Introduction to Stochastic Calculus, is now available.

We’re delighted to share the release of this first module in our comprehensive course on the mathematical foundations of stochastic calculus. Developed with a strong emphasis on mathematical rigour and a step-by-step approach, it is designed to help students build a deep understanding of Brownian motion and establish a solid foundation for the modules that follow.

The module is taught by the course’s author, Alberto Bueno Guerrero, guiding students through the mathematics with care and precision.

What makes this learning experience different?

📘 Academic reading material: online access to the Brownian Motion chapter and mathematical appendices from our book Introduction to Stochastic Calculus.

✍️ Mathematics developed step by step: rigorous proofs and exercises worked out in detail, including handwritten calculations.

💬 Questions and discussion: students can ask questions directly in the relevant lessons, including mathematical questions using formulas when needed.

✓ Active learning: 12 lessons and 40 assessment questions in total, with unlimited attempts. Every quiz must be passed with a score of 100%.

🎓 Verifiable certification: successful students receive a Certificate of Completion with a unique ID, QR code and online verification page, as well as a regulatory diploma and annex.

The 12 lessons explore the foundations and key properties of Brownian motion, including martingales, sample path properties, Markov and strong Markov properties, hitting times, the reflection principle, multidimensional extensions, and much more.

With 5 hours and 28 minutes of video, an estimated 22 hours of study and unlimited access, the module is designed for rigorous, self-paced learning.

Ready to take your first step towards stochastic calculus?