Stochastic Calculus for Finance II: Continuous-Time Models (Softcover Reprint of the Original 1st 2004)Paperback - Softcover Reprint of the Original 1st 2004, 1 December 2010

This text has grown out of a two-semester course sequence in the Carnegie Mellon Master's program in Computational Finance. It contains numerous examples, exercises, and references. It assumes the reader is familiar with differential and integral calculus and basic concepts from calculus-based probability. It does not assume familiarity with measure-theoretic probability, but rather informally develops the necessary tools from this subject within the text.