Stochastic Calculus for Finance I & II
Author: Steven E. Shreve

Volume I & II, Solution Manual
Volume I & II  
Solution Manual  

Amazon: http://www.amazon.com/Stochastic-Calculus-Finance-Binomial-Pricing/dp/0387401008
              http://www.amazon.com/Stochastic-Calculus-Finance-II-Continuous-Time/dp/0387401016

Publication Date: April 21, 2004 | ISBN-10: 0387401008 | ISBN-13: 978-0387401003 | Edition: 1
Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several years Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance

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Contents


Volume I
1 The Binomial No-Arbitrage Pricing Model
2 Probability Theory on Coin Toss Space
3 State Prices
4 American Derivative Securities
5 Random Walk
6　Interest-Rate-Dependent Assets
Proof of Fundamental Properties of　Conditional Expectations
References
Index


Volume II
1 General Probability Theory
1.1 Infinite Probability Spaces
1.2 Random Variables and Distributions
1.3 Expectations
1.4 Convergence of Integrals
1.5 Computation of Expectations
1.6 Change of Measure
1.7 Summary
1.8 Notes
1.9 Exercises

2 Information and Conditioning
2.1 Information and or-algebras
2.2 Independence
2.3 General Conditional Expectations
2.4 Summary
2.5 Notes
2.6 Exercises

3 Brownian Motion
3.1 Introduction
3.2 Scaled Random Walks
3.3 Brownian Motion
3.4 Quadratic Variation
3.5 Markov Property
3.6 First Passage Time Distribution
3.7 Reflection Principle
3.8 Summary
3.9 Notes
3.10 Exercises

4 Stochastic Calculus
4.1 Introduction
4.2 Ito's Integral for Simple Integrands
4.3 Ito's Integral for General Integ-rands
4.4 Ito-Doeblin Formula
4.5 Black-Scholes-Merton Equation
4.6 Multivariable Stochastic Calculus
4.7 Brownian Bridge
……
5 Risk-Neutral Pricing
6 Connections with Partial Differential Equations
7 Exotic Options
8 American Derivative Securities
9 Change of Numeraire
10 Term-Structure Models
11 Introduction to Jump Processes
A Advanced Topics in Probability Theory
B Existence of Conditional Expectations
C Completion of the Proof of the Second Fundamental Theorem of Asset Pricing
References
Index