My answers to exercises in Stochastic Calculus for Finance by Steven E. Shreve.
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I. Binomial Asset Pricing Model (19/55)
- 1. The Binomial No-Arbitrage Pricing Model (9/9)
- 2. Probability Theory on Coin Toss Space (14)
- 3. State Prices (9)
- 4. American Derivative Securities (3/7)
- 5. Random Walk (9)
- 6. Interest-Rate-Dependent Assets (7/7)
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II. Continuous-Time Models (2/121)
- 1. General Probability Theory (15)
- 2. Information and Conditioning (11)
- 3. Brownian Motion (2/9)
- 4. Stochastic Calculus (21)
- 5. Risk-Neutral Pricing (14)
- 6. Connections with Partial Differential Equations (10)
- 7. Exotic Options (9)
- 8. American Derivative Securities (7)
- 9. Change of Numeraire (6)
- 10. Term-Structure Models (12)
- 11. Introduction to Jump Processes (7)
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