August 12th, 2009, 04:39 PM  #1 
Newbie Joined: Aug 2009 Posts: 1 Thanks: 0  Ito's Lemma
Hi, I was looking for a forum to ask this question. I am studying Brownian motion and the BlackScholes formula in textbooks for an Actuary exam. Where is the best place to get an introduction to "Ito's lemma" and stochastic calculus. I tried using wikipedia it is all very confusing and overwhelming. Thanks 
August 12th, 2009, 08:08 PM  #2 
Senior Member Joined: Apr 2007 Posts: 2,140 Thanks: 0 
Welcome to the forum, bgBear. A lot of people go to amazon.com to look for such books. If you type in It? calculus for book search, it will give you this. Click on a book, and if you are looking for different ones, they are available for you to look. I hope you don't mind the cost of the books, but those books shouldn't be that bad to buy.

August 13th, 2009, 09:40 AM  #3  
Global Moderator Joined: Dec 2006 Posts: 20,973 Thanks: 2223  Quote:
Don't the texbooks you're already using make any suggestions? You may get some help from this website and this book excerpt.  

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