Solution Manual for Shreve's Stochastic Calculus for Finance 1 & 2

Huan Dao

Member
I found this link on Willmot's forum, I try to download but unfortunately the site is in Chinese, would someone help me download the file and upload it somewhere else? Thanks!
 

HPaulson

New Member
This solution manual is so helpful and now I can do all the problems for extra practice. Thanks so much Huan Dao!
 

nirgoen

New Member
There is a mistake in the solution of 1.8(ii).
The correct answer is:
V2(16,28)=6.4; V2(4,16)=1; V2(4,10)=0.2; V2(1,7)=0
V1(8,12)=2.96; V1(2,6)=0.08
V0(4,4)=1.216

Verify if I'm wrong
 
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