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Posts: 4
Joined: July 16th, 2003, 11:35 pm

solutions to shreve?

June 13th, 2008, 3:45 pm

I've seen this question asked several times on the forums, but haven't found any relevant responses... Does anyone know of a source for some solutions to Shreve's "Stochastic Calculus for Finance" vols. 1 and 2 for those of us who are involved in self-study?
 
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liranweiss85
Posts: 2
Joined: December 31st, 2008, 5:18 pm

solutions to shreve?

January 2nd, 2009, 11:57 am

Did you find them?
 
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rmeenaks
Posts: 186
Joined: May 1st, 2006, 2:31 pm

solutions to shreve?

January 6th, 2009, 6:21 pm

I, personally, never found one, but what you can do is google some of the universities and see if there are solutions to some of the exercises. It is a fairly common university book and hence several of the assigned homework might have solutions on the website.Cheers,Ram
 
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Padawan
Posts: 9
Joined: October 27th, 2009, 10:15 am

solutions to shreve?

July 5th, 2011, 8:07 pm

I found some here: Solutions to Shreve 2
 
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robopool
Posts: 15
Joined: December 16th, 2011, 4:09 pm

solutions to shreve?

February 1st, 2012, 12:24 pm

I was just looking for the same thing. I'm reading Shreve II and was looking for the solution manual myself. I found it here:http://www.quantnet.com/forum/threads/s ... 1-2.6916/I also propose this: if anybody really needs help on the topics/questions let's try to help each other. I have a MFE and am pounding through the exercises but sometimes I do get stuck (as does everyone), it would be nice if we had a Shreve reading community
 
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alexo
Posts: 91
Joined: July 14th, 2002, 3:00 am

solutions to shreve?

February 2nd, 2012, 12:24 am

some additional attempts at solutions:http://www.matthiasthul.com/joomla/arti ... 86417.html(see file ShreveEx.pdf)
Last edited by alexo on February 1st, 2012, 11:00 pm, edited 1 time in total.
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