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This book targets students aiming to build professional skills in stochastic calculus for finance. It assumes a basic background in probability and statistics, progressing quickly through topics like random walks, martingales, and continuous-time stochastic processes, particularly Brownian motion and the Ito integral.

Focusing on the Cauchy-Schwarz inequality, this 2004 book offers a captivating array of problems that challenge and engage readers. It not only presents these mathematical puzzles but also guides readers through the solutions, enhancing their understanding and problem-solving skills. The book serves as an invaluable resource for those looking to deepen their knowledge of this fundamental concept in mathematics.