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Stochastic Calculus and Financial Applications J. Michael Steele
Publisher: Springer

In the world of finance, it is not uncommon to hear about stochastic calculus or stochastic processes. To date, discrete stochastic calculus has found robust applications in mathematical finance and fluid dynamics. Stochastic Modelling in Process Technology: 211 book download Download Stochastic Modelling in Process Technology: 211 Stochastic Calculus and Financial Applications - J. While the name may sound daunting, the concept and its application in finance is actually relatively straightforward. Elementary Stochastic Calculus With Finance in View (Advanced Series by Thomas Mikosch Stochastic Calculus and Financial Applications by J. On Wall Street Oasis, the largest finance industry social network and web community. Nice post, read through it while my proff was giving us applications of BM, ironically enough. That's awesome (speaking as a Big10 fan). I'm a pure math major as well, going into who knows what in something quant-finance-y. Read blog posts on Monte Carlo Simulation & Stochastic Calculus: The Ladies Love It!