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Stochastic Calculus for Finance II: Continuous-Time Models Steven E. Shreve
Publisher: Springer

Shreve 'Stochastic Calculus for Finance II:Continuous Time Model' Hunt, Philip / Kennedy, Joanne 'Financial Derivatives in Theory and Practice' Very good but expensive. Stochastic Calculus for Finance II: Continuous-Time Models by Shreve. Steven Shreve, Stochastic Calculus for Finance II: Continuous-Time Models, Springer Thorsten Rheinlander and Jenny Sexton, Hedging Derivatives, World Scientific. Good book to read after getting a quant job. A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. Fixed Income Securities by Tuckman. Keynes, The Return of the Master. Options Futures and other Derrivatives by Hull. Elementary Probability Theory: With Stochastic Processes and an. Shreve - Stochastic Calculus for Finance II: Continuous-Time Models Necessary stuff on SDE is presented very clearly and immediate application to finance follows. By the self-study there are two principle problems: 1. The Scientific American book club sometimes offers The Math Book for $1.99. Stochastic Calculus for Finance II: Continuous-Time Models.