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Books
Stochastic Calculus Models for Finance This title, which grew out of a two-semester course sequence in the Master's program in Computational Finance at Carnegie Mellon, contains classroom-tested e... »
Brownian Motion and Stochastic Calculus A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing to explore stochastic processes ... »
Methods of Mathematical Finance This book is the sequel to Brownian Motion and Stochastic Calculus by the sameauthors. Within the context of Brownianmotiondriven asset prices it developscon... »
Stochastic Calculus For Finance Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content o... »