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

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