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 exam... » 

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 examples, exercises and intuitive arguments. The contents of the book have been used successfully with students whose mathematics background consists of calculus and calculus-based probability. «