Forums  > Books & Papers  > Very concise introduction/summary of stochastic calculus needed for finance  
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Total Posts: 359
Joined: Mar 2018
Posted: 2019-03-22 21:03
I need a quick way to revise the stochastic calculus needed for finance?

Anyone know of any good sources, preferably less than 20-30 pages?

Essentially does anyone know of anything better than this?


Total Posts: 962
Joined: Jun 2004
Posted: 2019-03-22 21:41
About 10x the number of pages you are looking for but I urge you to buy Baxter and Rennie It is a very concise but clear intro to stoch calc methods in finance.


Total Posts: 1126
Joined: Jun 2005
Posted: 2019-03-22 23:17
i have seen something shorter, but anyway.


Total Posts: 359
Joined: Mar 2018
Posted: 2019-03-24 10:34
For anyone else who wants the answer to this,
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