Stochastic Calculus and Financial Applications

@inproceedings{Steele2000StochasticCA,
  title={Stochastic Calculus and Financial Applications},
  author={J. Steele},
  year={2000}
}
Random Walk and First Step Analysis * First Martingale Steps * Brownian Motion * Martingale--Next Steps * Richness of Paths * Ito Integration * Localization and Ito's Integral * Ito's Formula * Stochastic Differential Equations * Arbitrage and SDE's * The Diffusion Equation * Representation Theorems * Girsanov Theory * Arbitrage and Martingales * The Feynman-Kac Connection