 |
General |
MAIT 679M / AMSC 698M: Problem sets 2008
All problems are given from the textbooks:
Steven E. Shreve, Stochastic Calculus for Finance I, The Binomial Asset Pricing Model, Springer 2005
Steven E. Shreve, Stochastic Calculus for Finance II, Continuous-Time Models, Springer 2004
| Problem list | Due, in class |
| Vol.1 Page 20: Exercises 1.2, 1.3, 1.6 | Wed., Feb. 13 |
| Vol.1 Page 22: Exercises 1.7, 1.8; page 115: Exercise 4.1 | Wed., Feb. 27 |
| Vol.2 Page 42-45: Exercises 1.4, 1.7, 1.10 | Wed., Mar. 12 |
| Vol.2: Page 47: Exercise 1.14; Page 77-78: Exercises 2.2, 2.5 | Wed., Apr. 2 |
| Vol.2: Page 117-118: Exercises 3.2, 3.5, 3.6 | Wed., Apr. 16 |
| Vol.2: Page 191: Exercises 4.6,4.7,4.8 | Wed., Apr. 30 |
