What economics books that can help me understand Shreve's Stochastic Calculus in Finance

  • Thread starter Thread starter timlee
  • Start date Start date
Joined
8/31/11
Messages
29
Points
13
I am reading Shreve's Stochastic Calculus in Finance. I am often buffled by the economic and financial terms, such as risk neutral, complete market, ....

Do microeconomic books help me to understand those basic concepts and principles? What kinds of economic books will do then? What books would you recommend me to consult along the way of studying Shreve's book?

Thanks!
 
I think wikipedia and Google can help you a lot.
This terms are all from the original theory of risk-neutral pricing.
Read Shreve's book in depth, you will understand the basic concepts. I don't think there is any need to read other books.
 
But if you are feeling particularly inclined, look for books on financial economics. An example of one is this.
 
Back
Top Bottom