Stochastic Calculus for Finance I

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

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...

Methods of Mathematical Finance

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