Elements of stochastic calculus for the valuation and hedging of derivative assets: with corrected exercises, practical work and case studies.

Summary The back cover states: "This book is an introduction to stochastic calculus motivated by applications in finance and insurance. It contains six chapters. The first one is an introduction to the finance concepts that will be used later: no arbitrage opportunity, risk-neutral probability, replication, complete market, etc. It is followed by an introduction to stochastic calculus accessible to first year master students. We present Brownian motion, the stochastic integral and the rudiments of stochastic calculus(.).