《shreve(金融随机分析习题解答)》.docxVIP

Stochastic Calculus Solution for Finance, Volume I and II of Exercise Problems Yan Zeng August 20,2007 1 Contents 1 Stochastic Calculus for Finance I: The Binomial Asset Pricing Model 3 1.1 The Binomial No-Arbitrage Pricing Model 3 1.2 Probability Theory on Coin Toss Space 6 1.3 State Prices 1.4 American Derivative Securities 13 1.5 Random Walk 16 1.6 Interest-Rate-Dependent Assets 9 2 Stochastic Calculus for Finance Ⅱ: Continuous-Time Models 23 2.1 General Probability Theory 3 2.2 Information and Conditioning 7 2.3