Readership: Undergraduates and researchers in probability and statistics; applied, pure and financial mathematics; economics; chaos.

Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students f

This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of

This book gives a systematic introduction to the basic theory of financial mathematics, with an emphasis on applications of martingale methods in pricing and he

This book introduces key results essential for financial practitioners by means of concrete examples and a fully rigorous exposition.