oskendal solutions

nov1ce · January 10th, 2009, 5:52 am

I don't have the famous oksendal sde text yet so can someone tell me if there are solutions to the exercises in the back of the book. I have heard its better than shreve. Are solutions to even/odd only or both, are they detailed etc. I only want to get it if I can go through mass exercises with solutions before an interview very soon.

Stale · January 10th, 2009, 10:23 am

Yes, some of the exercises are listed in the back. Good luck with your interview!

ehremo · January 10th, 2009, 10:40 am

Depends what you mean by "better".Oksendal is good for just the mathematics of stochastic calculus.Shreve (Continuous time finance) is good for the mathematics of stochastic calculus applied to finance (less emphasis on the theorems and more on their application to financial problems).I'd recommend getting both. Shreve doesn't have solutions to exercises though.

nov1ce · January 10th, 2009, 8:51 pm

yea Ialready have shreve I need oskendal for the exercises. I have heard they are difficult but clever so can anyone back that up or are they very standard.