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Medium · Finance · Quant Trader interview question · stochastic-calculus, ito-calculus, brownian-motion, quantitative-finance
Suppose you are modeling the price of a stock using geometric Brownian motion. A key component of your model involves understanding stochastic integrals. Evaluate the following Itô integral: $\int_0^t W_s dW_s$, where $W_s$ is a standard Brownian motion.