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Hi. I would recommend these ones:http://www.amazon.com/Stochastic-Calculus-Finance-Binomial-Springer/dp/0387249680http://www.amazon.com/Stochastic-Calculus-Finance-II-Continuous-Time/dp/0387401016I have also started studding these books and looks impressive. There are some opinions against those say that there are few examples and many analytical solutions in end of chapter exercises and inside the chapters for explanation but I think that it is perfect to understand the concepts. This is my opinion: every chapter must prove the concepts presented in analytical way rather than with examples because examples hide the flexibility of dealing with methods. Nor I agree with the opinion that these books are a bit difficult for beginners. Once you have completed the basic courses of calculus and more of statistics, you will not find it difficult at all.
Hi. I would recommend these ones:
http://www.amazon.com/Stochastic-Calculus-Finance-Binomial-Springer/dp/0387249680
http://www.amazon.com/Stochastic-Calculus-Finance-II-Continuous-Time/dp/0387401016
I have also started studding these books and looks impressive. There are some opinions against those say that there are few examples and many analytical solutions in end of chapter exercises and inside the chapters for explanation but I think that it is perfect to understand the concepts. This is my opinion: every chapter must prove the concepts presented in analytical way rather than with examples because examples hide the flexibility of dealing with methods. Nor I agree with the opinion that these books are a bit difficult for beginners. Once you have completed the basic courses of calculus and more of statistics, you will not find it difficult at all.
