MATH5636 Stochastic Calculus for Finance II
2026 Spring
Syllabus:
MATH5636 Fall 2026 Course Outline TBDNotes:
References:
- Stochastic Calculus for Finance II: Continuous-Time Models, by Steven Shreve
- Stochastic Differential Equations: An Introduction with Applications, by Bernt Øksendal.
- Brownian Motion and Stochastic Calculus, by Ioannis Karatzas and Steven Shreve.
- Probability Essentials, by Jean Jacod and Philip Protter.
- Probability: Theory and Examples, by Rick Durrett.