• 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!

Solution Manual for Shreve's Stochastic Calculus for Finance 1 & 2

There is a mistake in the solution of 1.8(ii).
The correct answer is:
V2(16,28)=6.4; V2(4,16)=1; V2(4,10)=0.2; V2(1,7)=0
V1(8,12)=2.96; V1(2,6)=0.08
V0(4,4)=1.216

Verify if I'm wrong

That's what I got too, same values and everything.
 
There is a mistake in the solution of 1.8(ii).
The correct answer is:
V2(16,28)=6.4; V2(4,16)=1; V2(4,10)=0.2; V2(1,7)=0
V1(8,12)=2.96; V1(2,6)=0.08
V0(4,4)=1.216

Verify if I'm wrong
I get the same number as you.
 
Hey guys, someone could please upload again solutionary books? It seems both links are not working anymore.

Thanks!
 
Back
Top