List of theorems with proofs, or
examples, from Shreve's book that might appear in the theoretical part
of the final:
- Example 1.2.4
- Example 1.4.8 (St. Petersburg paradox .)
- Theorem 1.6.1
- Example 1.6.6
- Example 2.2.2
- Theorem 2.3.2
- Theorem 3.2.1 (Central limit of RW.)
- Theorem 3.5.1 (where Lemma 2.3.4 can be taken for given.)
- Theorem 3.6.1
- Theorem 4.2.1
- Lemma 4.4.4
- Example 4.4.10 (Vasicek's interest model.)
- Theorem 5.2.3 (Girsanov's Thm, 1D.)
- Theorem 5.4.7 (First fundamental theorem of asset pricing.)
- Theorem 5.6.5 (Future price.)
- Theorem 6.4.1 (Feynman-Kac.)
- Theorem 7.3.1 (Up-and-out call price.)
- Theorem 8.3.2 (where the optimal sampling (Thm 8.2.4) can be
taken for given.)
Torbjörn Lundh,
041118