• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

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

timlee

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