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Lecture Notes on Stochastic Analysis for Finance

Melih İşeri

  • 59 pages
  • 1.1 MB
  • PDF

Covers the core of stochastic analysis, including Itô's formula, martingale representation and Girsanov's theorem, then moves to stochastic differential equations and the Feynman-Kac formula. The final part applies these tools to quantitative finance.

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