3.3 Modelling price processes - Ito's lemma as a basis for derivative pricing

This paper covers:

·        Newtonian versus stochastic calculus

·        The behaviour of stochastic increments

·        Itô calculus

·        A generalisation of Itô’s formula

·        Multi-factor Itô calculus

·        The ‘product rule’

The paper has 14 pages and the Excel has 1 sheet