7个章节

Ch1 Brownian Motion

Ch2 Ito Integral

Ch3 Ito Lemma

Ch4 Wealth Process

Ch5 Analytic Derivation of Black Scholes

Ch6 Girsanov Theorem with Application to Neutral Risk Pricing

Ch7 American Options

公式来源及证明十分详细，适合自学，能帮助学生深入理解金融定价模型。