Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)

Very good introduction to stochastics for finance, espcially for self-study. Can be an advanced topic and Shreve builds up the concepts pretty well without getting too carried away. You can consider the below 4 chapters comprising of about 250 pages to be the main foundation of the book. The later chapters ( change in Numeraire ) are a nice complement to the earlier chapters, and includes a decent introduction to IR models.3 - Brownian motion4 - Stochastic Calculus5 - Risk-Neutral Pricing6 - Connections with PDEsThis book is less technical than Björk, but Björk builds the subject with a wider scope, with both books complementing each other.

Very easy to read compared with other graduate texts.

great book, digested almost everything as the material is very logically structured

Really new! A very pleasant shopping experience.

It was a Christmas present - believe it or not!! It arrived as described on Christmas eve - yeah!!!

very well written and clear explanations

Very good book for srudents of all levels. Not too chatty and always to the point.

Good explanation of continuous time finance but could have been explained far more concisely. Not fully relevant for modern financial markets as it usually assumes positive interest rate processes. Too lengthy with the wording: more symbols and less words would help with clarity.