• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Suggestion for Stochastic Calculus

gtrs

Joined
6/27/23
Messages
4
Points
3
Hello Everyone,

I am a incoming MFE student and I am looking to self learn stochastic calculus, Currently I am enrolled in a calculus based probability course online and a Derivatives course, Can anyone suggest resources for learning stochastic calculus like textbooks and online tutorials etc.
It would be great to find Online lectures where all topics are covered.

I know Steven Shreve textbook is a industry standard, but learning from that textbook is tough considering I do not have background Pure/Applied mathematics.

Please let me know thoughts on this one.
 
Back
Top