随机微积分

Thesenotesprovideanintroductiontostochasticcalculus,thebranchofmathematicsthatismostidenti¯ed with¯nancialengineeringandmathematical¯nance.Wewillignoremostofthe\technical"detailsandtakean \engineering"approachtothesubject.Wewillcovermorematerialthanisstrict