Steven E. Shreve
Stochastic Calculus for Finance I
Students Manual: Solutions to Selected
Exercises
December 14, 2004
Springer
Berlin Heidelberg NewYork
Hong Kong London
Milan Paris Tokyo
Contents
1
1
Probability Theory on Coin Toss Space . . . . . . . .
1
Stochastic Calculus for Finance
Solutions to Exercises
Chapter 1
Exercise 1.1: Show that for each n, the random variables K (1), . . . , K (n)
are independent.
Solution: Since K (r) have discrete distributions, the independence of
K (1), . . . , K (n) m
R EAL A NALYSIS
F OURTH E DITION (2010), F IRST P RINTING
Royden and Fitzpatrick
PARTIAL S CRUTINY,
S OLUTIONS OF S ELECTED P ROBLEMS ,
C OMMENTS , S UGGESTIONS AND E RRATA
Jos Renato Ramos Barbosa
e
2013
Departamento de Matemtica
a
Universidade Federal d