Summer Reading Project on Stochastic Processes and Finance

Welcome

This website documents my 2025 Summer reading project under the guidance of Prof. Gopal Krishna Basak. The project explores key concepts in stochastic processes and their applications to modern finance. All notes, diagrams, codes, and data analyses will be compiled here.

About the Student

Name: Mohammad Shaan
Program: B.Stat (Hons), Indian Statistical Institute, Kolkata
Email: mdsworld2006@gmail.com

Project Contents

• 📘 Fundamentals of Stochastic Processes
• 💹 Basics of Financial Theory
• 🔗 Application of Stochastic Processes in Finance
• ⚙️ Applications using R with Real Datasets

Books and References

• "An Introduction to Stochastic Modeling" by Howard M. Taylor and Samuel Karlin
• "Foundations for Financial Economics" by Chi-fu Huang and Robert H. Litzenberger

Last updated: June 17, 2025