Stochastic Calculus June 10, 2010
Posted by putnam120 in Uncategorized.add a comment
I recently (about a month ago) ordered Stochastic Calculus for Finance 2: Continuous-time Models by Steven E. Shreve. So far it’s a wonderful book though some of the exercises could be more difficult (take that with a grain of salt since I an not too far into the book).
I’ve decided that I will almost surely start another blog where I will keep track of my adventures in probability (hehe notice the horrible attempt at humor). I will still use this blog to post math related things as well as other things going on in my life. However, this new blog will be strictly about probability. When I get around to actually creating the blog (which will be done with WordPress because of the LaTex support) I will be sure to provide a link. The first few post will be me documenting what I have learned from the book mentioned at the beginning of this post. Eventually I hope to discuss material covered in courses I’ll be taking as well as “reviews” of articles/papers I am sure to read.
