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A Brief Introduction to Stochastic Calculus

IEOR E4706: Foundations of Financial Engineering c 2016 by Martin Haugh A Brief Introduction to Stochastic Calculus These notes provide a very brief introduction to stochastic calculus, the branch of mathematics that is most identi ed with nancial engineering and mathematical nance. We will ignore most of the technical details and

  Introduction, Foundations, Brief, Mathematical, Calculus, Stochastic, Brief introduction to stochastic calculus, And mathematical