book-stochastic-calculus-for-finance

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My answers to exercises in Stochastic Calculus for Finance by Steven E. Shreve.

• [ ] I. Binomial Asset Pricing Model (19/55)

  • [x] 1. The Binomial No-Arbitrage Pricing Model (9/9)
  • [ ] 2. Probability Theory on Coin Toss Space (14)
  • [ ] 3. State Prices (9)
  • [ ] 4. American Derivative Securities (3/7)
  • [ ] 5. Random Walk (9)
  • [x] 6. Interest-Rate-Dependent Assets (7/7)

• [ ] II. Continuous-Time Models (2/121)

  • [ ] 1. General Probability Theory (15)
  • [ ] 2. Information and Conditioning (11)
  • [ ] 3. Brownian Motion (2/9)
  • [ ] 4. Stochastic Calculus (21)
  • [ ] 5. Risk-Neutral Pricing (14)
  • [ ] 6. Connections with Partial Differential Equations (10)
  • [ ] 7. Exotic Options (9)
  • [ ] 8. American Derivative Securities (7)
  • [ ] 9. Change of Numeraire (6)
  • [ ] 10. Term-Structure Models (12)
  • [ ] 11. Introduction to Jump Processes (7)

for discussion, please write to aaron.fu (at) alumni.ust.hk