Welcome to my page on Stochastic Calculus.
- Quadratic Variation
- The Ito Formula
- The Feynman-Kac Formula
- Martingales
- The Martingale Representation Theorem
- The Radon-Nikodym Derivative
- Equivalent Martingale Measures
- Girsanov’s Theorem and the Risk-Neutral Measure
- Numeraires
From First Principles 