List of theorems with proofs, or examples, from Shreve's book that might appear in the theoretical part of the final:





  1. Example 1.2.4
  2. Example 1.4.8 (St. Petersburg paradox .)
  3. Theorem 1.6.1
  4. Example 1.6.6
  5. Example 2.2.2
  6. Theorem 2.3.2
  7. Theorem 3.2.1 (Central limit of RW.)
  8. Theorem 3.5.1 (where Lemma 2.3.4 can be taken for given.)
  9. Theorem 3.6.1
  10. Theorem 4.2.1
  11. Lemma 4.4.4
  12. Example 4.4.10 (Vasicek's interest model.)
  13. Theorem  5.2.3  (Girsanov's Thm,  1D.)
  14. Theorem 5.4.7 (First fundamental theorem of asset pricing.)
  15. Theorem 5.6.5 (Future price.)
  16. Theorem 6.4.1  (Feynman-Kac.)
  17. Theorem  7.3.1 (Up-and-out call price.)
  18. Theorem 8.3.2 (where the optimal sampling (Thm 8.2.4) can be taken for given.)
Torbjörn  Lundh, 041118