Visual Stochastic Calculus

Brownian motion, the Itô integral and Itô's lemma, explained through simulations you can play with, all the way to the diffusion models behind AI image generators.

• Chapter 1Brownian Motion
• Chapter 2Variation & Martingales
• Chapter 3The Itô Integral
• Chapter 4Itô's Lemma
• Chapter 5Stochastic Differential Equations
• Chapter 6Applications
• Chapter 7Diffusion Models
• Chapter 8Beyond Brownian Motion
• Chapter 9Pricing Lab
• Chapter 10Volatility
• Chapter 11Rates, Control & Data
• PracticeInterview questions30 questions with derivations and simulation checks