資源描述：
《shreve solution manual》由會員上傳分享，免費在線閱讀，更多相關(guān)內(nèi)容在學(xué)術(shù)論文-天天文庫。
1、StochasticCalculusforFinance,VolumeIandIIbyYanZengLastupdated:August20,2007Thisisasolutionmanualforthetwo-volumetextbookStochasticcalculusfor nance,byStevenShreve.Ifyouhaveanycommentsor ndanytypos/errors,pleaseemailmeatyz44@cornell.edu.Thecurrentversionomitsthefollowingproblems.Volu
2、meI:1.5,3.3,3.4,5.7;VolumeII:3.9,7.1,7.2,7.5{7.9,10.8,10.9,10.10.AcknowledgmentIthankHuaLi(agraduatestudentatBrownUniversity)forreadingthroughthissolutionmanualandcommunicatingtomeseveralmistakes/typos.1StochasticCalculusforFinanceI:TheBinomialAssetPricingModel1.TheBinomialNo-Arbitr
3、agePricingModel1.1.Proof.Ifwegettheupsate,thenX1=X1(H)=0uS0+(1+r)(X0
