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www.chiark.greenend.org.uk

A fairly complete elementary introduction to the basics of stochastic integration with respect to continuous semimartingales by Alan Bain. All the theory usually needed for basic mathematical finance. Sixty pages in DVI, postscript, and PDF.

URLs from www.chiark.greenend.org.uk:

URL: http://www.chiark.greenend.org.uk/~pmaydell/PERQ URL: http://www.chiark.greenend.org.uk/~ian/adns URL: http://www.chiark.greenend.org.uk/~ian/debbugs URL: http://www.chiark.greenend.org.uk/~bjharris/acorn/manuals/EconetTech1/atom_inst.html URL: http://www.chiark.greenend.org.uk/~theom/riscos/techdocs.html URL: http://www.chiark.greenend.org.uk/~theom/riscos/docs/CodeStds/AOF-1989.txt URL: http://www.chiark.greenend.org.uk/~theom/riscos/docs/CodeStds/ALF-1989.txt URL: http://www.chiark.greenend.org.uk/~theom/riscos/a4/lcd.html URL: http://www.chiark.greenend.org.uk/~theom/riscos/pccardug.html URL: http://www.chiark.greenend.org.uk/~theom/riscos/hardback URL: http://www.chiark.greenend.org.uk/~dricher/Nomic/Acka/subgames/bttt-analysis.html URL: http://www.chiark.greenend.org.uk/~mpread/dungeonbash URL: http://www.chiark.greenend.org.uk/~martinh/poems/SECRET URL: http://www.chiark.greenend.org.uk/~martinh/poems/SKELETON URL: http://www.chiark.greenend.org.uk/~martinh/poems/TREE URL: http://www.chiark.greenend.org.uk/~martinh/poems/LEPANTO URL: http://www.chiark.greenend.org.uk/scopes/tek.html URL: http://www.chiark.greenend.org.uk/~owend/I/R/stnpages/hovetonandwroxham.html URL: http://www.chiark.greenend.org.uk/~sgtatham URL: http://www.chiark.greenend.org.uk/~johns/kbukint.html