Master stochastic calculus with this comprehensive textbook by Steven Shreve
This text has grown out of a two-semester course sequence in the Carnegie Mellon Master's program in Computational Finance.
It contains numerous examples, exercises, and references.
It assumes the reader is familiar with differential and integral calculus and basic concepts from calculus-based probability.
Covers continuous-time models in stochastic calculus for finance.
Includes examples, exercises, and references for better understanding.
Reader should be familiar with calculus and basic probability concepts.
Develops necessary tools from measure-theoretic probability informally within the text.
Applicable for finance professionals and students alike.
