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Question about Mathematical Finance

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    Can anybody provide some resources for a (somewhat rigorous) introduction to Math Finance? Basically, I want to have the background to understand stuff like this

    http://www3.stat.sinica.edu.tw/libra.../c-2002-10.pdf

    So far, I don't understand how you can differentiate a stochastic process.
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    Any math financiers here?
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Updated: June 24, 2012
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