Stochastic Calculus for Finance, Volume I and II
by Yan Zeng
Last updated: August 20, 2007
This is a solution manual for the two-volume textbook Stochastic calculus for nance, by Steven Shreve.
If you have any comments or nd 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.