Estimated reading time: ~15 minutes
This is a proposition of solutions to the exercises in the chapter 1 of the book “Stochastic Calculus for Finance I: The Binomial Asset Pricing Model” by Steven Shreve.
DOSSEH AMECK GUY-MAX DESIRE
August 8, 2025
Estimated reading time: ~15 minutes
---
title: "The Binomial No-Arbitrage Pricing Model"
description: |
This is a proposition of solutions to the exercises in the chapter 1 of the book "Stochastic Calculus for Finance I: The Binomial Asset Pricing Model" by Steven Shreve.
author: "DOSSEH AMECK GUY-MAX DESIRE"
date: 2025-08-08
format:
html:
toc: true
code-fold: true
code-tools: true
reference-location: document
citation-location: document
bibliography: references.bib
categories: ["Quantitative-Finance", "Stochastic-Calculus", "Binomial-Model"]
execute:
echo: true
warning: false
message: false
freeze: auto
highlight-style: github
engine: knitr
---
```{r, echo=FALSE, include=FALSE}
library(rmarkdown)
render("The Binomial No-Arbitrage Pricing Model.Rmd", output_format = "html_document", output_file = "The Binomial No-Arbitrage Pricing Model.html")
```
> Estimated reading time: \~15 minutes
<iframe src="The Binomial No-Arbitrage Pricing Model.html" width="100%" height="600px">
</iframe>
</html>