Stochastic Calculus and Financial Applications

This text aims to develop professional skills in stochastic calculus and its application to problems in finance. The Wharton School course on which the book is ... » 

This text aims to develop professional skills in stochastic calculus and its application to problems in finance. The Wharton School course on which the book is based is designed for those with some experience with probability and statistics, but not in stochastic processes. «