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- 2023-10-04 发布于广东
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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
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