Suggestion for Stochastic Calculus

[gtrs]

Hello Everyone,

I am a incoming MFE student and I am looking to self learn stochastic calculus, Currently I am enrolled in a calculus based probability course online and a Derivatives course, Can anyone suggest resources for learning stochastic calculus like textbooks and online tutorials etc.
It would be great to find Online lectures where all topics are covered.

I know Steven Shreve textbook is a industry standard, but learning from that textbook is tough considering I do not have background Pure/Applied mathematics.

Please let me know thoughts on this one.

 

[gtrs]

I found this course online please let me know reviews and if it is rigours enough for what is expected in the job

https://youtube.com/playlist?list=PLckXXkZv3lYhTgR-3Pxc5kvUMR8sbS074

 

[Andy Nguyen]

There is a Discord study group for members here you can join. @MikeLawrence ?

 

[Lukee]

Discord - Group Chat That’s All Fun & Games

Discord is great for playing games and chilling with friends, or even building a worldwide community. Customize your own space to talk, play, and hang out.

discord.gg

 

[MikeLawrence]

Discord - Group Chat That’s All Fun & Games

Discord is great for playing games and chilling with friends, or even building a worldwide community. Customize your own space to talk, play, and hang out.

discord.gg

You beat me to it. I just got back from a run.

 

[Daniel Duffy]

You beat me to it. I just got back from a run.

Brownian motion, jump, mean reversion ?

 

[MikeLawrence]

Brownian motion, jump, mean reversion ?

My route was an out-and-back so... Brownian motion. I didn't end up going anywhere .