金融随机分析卷I&II习题答案Stochastic Calculus for Finance, Volume I and II
金融随机微积分卷I&II习题答案Stochastic Calculus for Finance, Volume I and II
教学参考用书:
金融随机分析
二叉树资产定价模型
[美]
史蒂文·E.施里夫
(Steven E.Shreve)
著
This is a solution manual for the two-volume textbook Stochastic calculus for finance, by Steven Shreve. If you have any comments or find any typos/errors, please email me at
yz44@cornell.edu.
The current version omits the following problems. Volume I: 1.5, 3.3, 3.4, 5.7; Volume II: 3.9, 7.1, 7.2, 7.5–7.9, 10.8, 10.9, 10.10.