Stochastic Calculus for Finance II: Continuous-Time Models Steven E. Shreve
Publisher: Springer

Shreve, Stochastic Calculus for Finance II, Continuous-Time Models. Stochastic Differential Equations, An Introduction with Applications, 5th edition. Stochastic.Calculus.for.Finance.II.Continuous.Time.Models.pdf. A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. Stochastic Calculus For Finance II: Continuous-Time Models (Springer Finance) Steven E. The subsequent, Part 3, focuses Financial Calculus , by Baxter and Rennie: pleasant intuitive introduction; Stochastic Calculus for Finance I , by Shreve: gentle introduction via binomial; Stochastic Calculus for Finance II , by Shreve: gentle continuous-time introduction. Stochastic Calculus for Finance II: Continuous-Time Models. Prerequisite: Stochastic Calculus II 46-945, Options 45-814, Simulation Methods for Option Pricing 46-932, Advanced Derivative Modeling 46-915. See all Editorial Reviews Business & Economics Stochastic Calculus for Finance. Stochastic Calculus For Finance II: Continuous-Time Models (Springer Finance). Use it and Springer Finance II: Continuous-Time Models and v. Shreve 'Stochastic Calculus for Finance II:Continuous Time Model' Hunt, Philip / Kennedy, Joanne 'Financial Derivatives in Theory and Practice' Very good but expensive. In the below files are some solutions to the exercises in Steven Shreve's textbook "Stochastic Calculus for Finance II - Continuous Time Models" (Springer, 2004). This Part focuses on the cross-discipline foundations of financial mathematics, whose knowledge is generally assumed by practitioners and financial modeling literature. Good book to read after getting a quant job.