Stochastic Analysis in Finance

[d.koutsomito]

Hello there,

I am looking for a book (or a website) which contains exercises, with detailed solutions, on the Stochastic Analysis in Finance topics, i.e. martingales, Ito's calculus, Stochastic Differential Equations, stopping times, pricing options. Can you suggest any?

Thanks.

 

[Daniel Duffy]

The Books by Oksendal, Kloeden/Platen is a good place to start.