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Stochastic Calculus - Study List Prerequisites

jairamjana

Member
Here I make a checklist for getting into Stochastic Calculus.. After consulting my bro who is Math Ph.d this required reading is what a person who want to understand stochastic calculus
1. Precalculus Mathematics in a Nutshell- Geometry, Algebra and Trignometry by George F. Simmons
2. Calculus Early Transcendentals by James Stewart
3. Introduction to Probability and Its Applications by Richard L. Schaueffer
4. Linear Algebra and Its Applications by David C. Lay

Though I don't know which book to learn Stochastic Calculus for finance.. Hopefully someone will give good recommendations..
The forum does not have a General Discussion forum so time being I post it here..
Hope it is helpful
 

brian.field

Well-Known Member
Subscriber
@jairamjana - Thanks for that list! I don't think "Stochastic" calculus would be covered in the texts you listed, although the building blocks of calculus, probability and measure, and algebra would be. For"stochastic" specific subject matter, related to finance, Shreve's texts should be good.
 

jairamjana

Member
Thank you for the suggestion.. I will come back to this a soon as I am done with the building blocks... And yes Stochastic Calculus isn't covered in any of these..
 

ShaktiRathore

Well-Known Member
Subscriber
Hi
I think i would go for these calculus books:
1.The Calculus Lifesaver: All the Tools You Need to Excel at Calculus (Princeton Lifesaver Study Guide) by Adrian Banner (Author)
2.Calculus Know-It-ALL: Beginner to Advanced, and Everything in Between by Stan Gibilisco (Author)
3. The Cartoon Guide to Calculus by Larry Gonick (Author)
The first two are i think recommended by David. Third is the one I read, is indeed a very interesting read.
Thanks
 
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