The Stochastic Calculus Visual Lab: Don't just read the equations. Simulate them.
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Use coupon code D2Q20 at checkout for 20% off.
About this resource
Most stochastic calculus books are written by mathematicians for mathematicians: measure theory, sigma-algebras and proofs you memorise for the interview but never feel. The Stochastic Calculus Visual Lab turns the theory into experiments you run, see and tweak.
What you get:
- 34 interactive Jupyter notebooks, each in a student version (exercises to complete) and a fully solved version.
- Phases 1–3 (Modules 0–16): Brownian motion, quadratic variation, the Itô integral (Itô vs Stratonovich), martingales and Doob–Meyer, Itô's lemma, Euler vs Milstein, Girsanov, Feynman–Kac, local time, Ornstein–Uhlenbeck, delta hedging, correlated assets, Merton jump-diffusion and Heston.
- NEW in the 2026 Edition, Phase 4, the Shreve Track (Modules 17–30): 14 new notebooks covering the full graduate syllabus of stochastic calculus for finance (the topics of Shreve I & II): the binomial model and replication; American options and the Snell envelope; conditional expectation and filtrations; constructing the Itô integral; Lévy's characterisation and multi-dimensional Brownian motion; Kolmogorov and Fokker–Planck equations; martingale representation and hedging; the fundamental theorems of asset pricing (complete vs incomplete markets); change of numeraire, forward measures and quantos; barriers, lookbacks and Asians; American options in continuous time and Longstaff–Schwartz; Vasicek, CIR, Hull–White and HJM; jump processes from Poisson to Lévy; and a capstone that maps every topic to its notebook with 30 graded drills.
- Every concept is taught the same way: intuition and an analogy first, then the precise statement and a short derivation, then a slider-driven experiment that checks the theory against simulation, with desk-reality notes, interview questions and exercises.
- Over 680 built-in numerical checks in the new modules confirm every result matches the theory.
Requirements: Python 3 with numpy, scipy, matplotlib and ipywidgets (requirements.txt included). Runs in Jupyter, VS Code or Google Colab.
2026 Edition: existing buyers get all 14 new notebooks free at their existing link.
Who it is for: aspiring and working quants, MFE/MFin students and anyone preparing for quant interviews who wants to understand stochastic calculus, not just memorise it.
Coupon: use code D2Q20 for 20% off.
Disclaimer: this material is for educational purposes only. It does not constitute financial, investment or trading advice.
What you get
- Instant digital delivery by email after purchase
- Written by a practising quantitative risk modeller
- Desk-focused material, not textbook theory
Delivery & refunds
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Frequently asked questions
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Who is The Stochastic Calculus Visual Lab: Don't just read the equations. Simulate them. designed for?
It is designed for quantitative-finance candidates and practitioners who want desk-focused explanations, practical diagnostics and interview-ready reasoning.
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