Instant download Solutions Manual to accompany Stochastic Calculus for Finance I pdf docx epub after payment.
Product details:
- ISBN-10 : 0387249680
- ISBN-13 : 978-0387249681
- Author: Steven E. Shreve
Developed for the professional Master’s program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S.
Has been tested in the classroom and revised over a period of several years
Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance
Table Of Contents:
| The Binomial No-Arbitrage Pricing Model | |
| One-Period Binomial Model | |
| Multiperiod Binomial Model | |
| Computational Considerations | |
| Summary | |
| Notes | |
| Exercises | |
| Probability Theory on Coin Toss Space | |
| Finite Probability Spaces | |
| Random Variables, Distributions, and Expectations | |
| Conditional Expectations | |
| Martingales | |
| Markov Processes | |
| Summary | |
| Notes | |
| Exercises | |
| State Prices | |
| Change of Measure | |
| Radon-Nikod’ym Derivative Process | |
| Capital Asset Pricing Model | |
| Summary | |
| Notes | |
| Exercises | |
| American Derivative Securities | |
| Introduction | |
| Non-Path-Dependent American Derivatives | |
| Stopping Times | |
| General American Derivatives | |
| American Call Options | |
| Summary | |
| Notes | |
| Exercises | |
| Random Walk | |
| Introduction | |
| First Passage Times | |
| Reflection Principle | |
| Perpetual American Put: An Example | |
| Summary | |
| Notes | |
| Exercises | |
| Interest-Rate-Dependent Assets | |
| Introduction | |
| Binomial Model for Interest Rates | |
| Fixed-Income Derivatives | |
| Forward Measures | |
| Futures | |
| Summary | |
| Notes | |
| Exercises Proof of Fundamental Properties of Conditional Excectations | |
| References | |
| Index | |
| Table of Contents provided by Publisher. All Rights Reserved. |
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