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Online courseware for Shreve Vol II

MisterPickle

MisterPickle

Joined
5/20/11
Messages
11
Points
13
The exercises for Shreve's Stoch. Calc. Vol II are a little abstract and I was wondering if anyone was aware of courses that use this book and have instructor homework questions posted on the site? By this I mean questions that the professor creates and asks the student to solve, not selected exercises from the text (I can just get these from the text itself).
 
I suggest you can read Vol I first, then it's a lot easier for you to digest Vol II
 
MisterPickle said:
That's potentially $60 extra and months of work though.
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But why break sequence? If you haven't yet purchased the Vol II then let Vol II itself be the extra $60 and start with the first one. This is more logical .
 
Look, Shreve's books are more about proving the theories and a bit less numerical exercises. That's why many people find it difficult (among other reasons). I haven't studied this subject on an undergrad program (I'm self-studying with groupmates) so I cannot tell exactly what professors ask or require students to do, but from the structure of the book I personally think that you are expected to be asked some proving exercises, derivations of analytical formulas and less numerical exercises.

As for your buying habits, don't throw the above 2 suggestions away. You can start learning physics from the theory of relativity, but the outcome will not be desirable. Binomial option pricing is easier to start with and you'll find the Continuous time models dependence on the discrete background. So again, unless you have some background in stochastic calculus, I still suggest starting with the first.
 
Jacksc said:
Vol I is much more easier than Vol II, if you studying full time, I think one week is enough.
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I must disagree. Vol I is much more easier that's correct, but one week is definitely not enough if you want to do the exercises along with studying topics.
 
MisterPickle said:
Tsotne, how can you comment on how difficult these books are when you HAVEN'T EVEN READ THEM?! Stop posting here unless you know anything about online courses that use this book.
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haha see when this was posted! I have read quite a big amount in Vol I switching to the Continuous time models soon ;)

You'd better check the threads where we are discussing particular topics in the books mentioned if interested, if not then don't take the suggestions you are given here.
 
There was no reason for you to post any of the comments you posted in this thread. Not one of them has anything to do with my original question. You're like the guy who replies on Yahoo Answers with "Sorry, I don't know anything about that." I'm not going to explain the reductio ad absurdum of writing such a thing, because if you've read both Shreve vol I and II in 4 months (which you haven't) then you're smart enough to get the joke.
 
I'm not gonna argue with you. You disliked all the replies above, not only my ones:

MisterPickle said:
Isn't this thread about courseware and not about my textbook buying habits?
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So you are not the one asking for help, but seeking tension. Never said I have read 2 books (especially Shreve) in 4 months but it's quite enough time (end even more) to get the clear sense of difficulty and finish 4 chapters with exercises. There are 6 as you might know.
Reread the logical flow of the above posts and as with a healthy thinking you'll find the 5th post somewhat illogical.

I'm not going to explain the reductio ad absurdum of writing such a thing, because if you've read both Shreve vol I and II in 4 months (which you haven't) then you're smart enough to get the joke.
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Clap here.
 
Forums 101:

If you know the answer to a question, post it.
If you don't know the answer, don't post.
 
"x01" is the addendum put onto college courses, where the "x" pretty much refers to the level of difficulty. "101" is an intro course.

P.S. how'd you get the sol'n manual for shreve? Can you find it on torrent?
 
Andy Nguyen said:
@Tsotne, you are hijacking the OP's thread. People don't appreciate that and they have the right to say so.
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I'm sorry Andy you are right. I wrote in private conversation. Sorry.

MisterPickle said:
"x01" is the addendum put onto college courses, where the "x" pretty much refers to the level of difficulty. "101" is an intro course.
Click to expand...

Completely irrelevant. That's my last post here. Let people give you answers you need. If any questions, write me in private.
 
@Andy. Hey I actually saw that you replied to a similar thread and the Univ. of Toronto lectures are really great. Thanks alot for that.

Also, just in case anyone was interested in the actual original post I've come up with some good lectures for independent study. The video lectures I found cover introduction to intermediate content in the three major areas for quants: Computer science, math, and general finance.

Computer Science


Univ. of New South Wales - Introduction to Higher Computing I [Video lectures]
This is a free iTunes U class that covers a pretty decent level of C++. The instructor is really good. The only problem I have so far is that I can't find the associated homework assignments and quizzes (any help?)

MIT OpenCourseware - Introduction to Computer Science and Programming [Video lectures]

The best open courseware available (IMO). Great prof, get coverage, includes all homework and quizzes. Only problem is that it's Python, so you'd need to learn C++ elsewhere unless you find a firm that still uses Python.

Math

University of Toronto - Pricing Theory I [Video lectures]
Covers Shreve II plus more. Lectures are 2+ hours, but the format of the video lectures is better than traditional style.

MIT OpenCourseware - Advanced Stochastic Processes [No Video]
There is no video and the material is pretty rigorous. Reading the lectures doesn't do much more than simply reading Shreve, however the homework assignments are much more helpful than Shreve exercises. Definitely a great companion to the Toronto class.

Finance

Yale - Financial Markets [Video lectures]
The guy says "umm" alot, but he knows his finance. These are great. I just wish I could find a video lecture class that uses Investments by Bodie/Kane/Marcus, since it's the must-have for any MBA program.
 
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