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Tag Archives: Stochastic Calculus for Finance

Stochastic Calculus for Finance I – Some Solutions

Posted on September 4, 2010 by Matthias Thul
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In the below files are some solutions to the exercises in Steven Shreve’s textbook “Stochastic Calculus for Finance I – The Binomial Asset Pricing Model” (Springer, 2004). The files are grouped by chapter.

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Posted in Textbook Solutions | Tagged Shreve, solutions, Stochastic Calculus for Finance | Leave a reply

Stochastic Calculus for Finance II – Some Solutions

Posted on September 4, 2010 by Matthias Thul
Reply

In the below files are some solutions to the exercises in Steven Shreve’s textbook “Stochastic Calculus for Finance II – Continuous Time Models” (Springer, 2004). The files are grouped by chapter.

Continue reading →

Posted in Textbook Solutions | Tagged Shreve, solutions, Stochastic Calculus for Finance | Leave a reply

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