Let me say at the outset that i am not a mathematics major nor mathematics is my forte by any measure. i did Applied mathematics as my masters, but that was out of necessity than pure interest. That's where i encountered Steven E Shreve and the Part 1& 2 of his graduate level text book Stochastic Calculus for Finance. I love mathematics, no question about it, but I had this fear that difficult maths needs exceptional talent to understand. With that notion, after going through Oksendal, I foun...
An extremely useful book, especially for beginners. It covers all the basics and presents the maths in an easy to handle way, unlike other books like oksendal which can get a bit tricky. Must read for MFEs
This is best book for those who are looking for an introduction in stochastic calculus the author is presenting in a very lucid way as well as not skipping mathematical rigour. to summarize it is indispensable .Flipkart doesnt offer any discount so try another portals for it, may be search using kbooksearch.com