Stochastic Calculus for Finance I

Methods of Mathematical Finance

This monograph is a sequel to Brownian Motion and Stochastic Calculus by the same authors. Within...

Stochastic Calculus for Finance II

This text has grown out of a two-semester course sequence in the Carnegie Mellon Master's program...

Stochastic Calculus for Finance 1

This book evolved from the first ten years of the Carnegie Mellon professional Masters program in...

Brownian Motion and Stochastic Calculus

This book is designed as a text for graduate courses in stochastic processes. It contains a d...

Stochastic Calculus for Finance II

This text has grown out of a two-semester course sequence in the Carnegie Mellon Master's program...

Stochastic Calculus for Finance I

This book evolved from the first ten years of the Carnegie Mellon professional Masters program in...

Methods of Mathematical Finance

This sequel to Brownian Motion and Stochastic Calculus by the same authors develops contingent cl...