Leave a comment

The idea of this website is to provide the user with an intuitive introduction to the main tools in stochastic analysis required in Finance to understand the modern modelling, pricing and hedging techniques.

We would like to emphasize that this website is very much work in progress and we would like to encourage readers to get in touch with us with feedback, comments, suggestions for additions and, of course, corrections of typos. All of these will be gratefully acknowledged in the future releases of this website.

If you have suggestions please contact us at the following email stochasticcalculus@gmail.com

Laura Ballotta and Gianluca Fusai

This Version: 1.1