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- 9/10/19
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Just wanted to drop a recommendation for a specific course/topic. For stochastic calculus, there are two books by Steven Shreve. Any edition is pretty good. First volume is discrete-time processes. Second is continuous-time processes.
Stochastic Calculus for Finance I - The Binomial Asset Pricing Model
Stochastic Calculus for Finance II - Continuous-Time Models
Stochastic Calculus for Finance I - The Binomial Asset Pricing Model
Stochastic Calculus for Finance II - Continuous-Time Models