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Stochastic Calculus

  Link Details for: Stochastic Calculus
Link Title: Stochastic Calculus Open in a new window
Link URL: http://www.chiark.greenend.org.uk/~alanb/
Link Details: A fairly complete elementary introduction to the basics of stochastic integration with respect to continuous semimartingales by Alan Bain. All the theory usually needed for basic mathematical finance. Sixty pages in DVI, postscript, and PDF.
Category: Top : Science : Math : Publications : Online_Texts
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Stochastic Calculus