Register now to access 7 million high quality study materials (What's Course Hero?) Course Hero is the premier provider of high quality online educational resources. With millions of study documents, online tutors, digital flashcards and free courseware, Course Hero is helping students learn more efficiently and effectively. Whether you're interested in exploring new subjects or mastering key topics for your next exam, Course Hero has the tools you need to achieve your goals.

15 Pages

SCAFAFinal6SOLUTIONS

Course: STAT 955, Fall 2009
School: UPenn
Rating:

Word Count: 5135

Document Preview

Calculus Stochastic and Financial Applications Final Take Home Exam (Fall 2006) SOLUTIONS Instructions. You may consult any books or articles that you find useful. If you use a result that is not from our text, attach a copy of the relevant pages from your source. You may use any software, including the internet, Mathematica, Maple, R, S-Plus, MatLab, etc. Attach any Mathematica (or similar) code that you use....

Register Now

Unformatted Document Excerpt

Coursehero >> Pennsylvania >> UPenn >> STAT 955

Course Hero has millions of student submitted documents similar to the one
below including study guides, practice problems, reference materials, practice exams, textbook help and tutor support.

Course Hero has millions of student submitted documents similar to the one below including study guides, practice problems, reference materials, practice exams, textbook help and tutor support.

Find millions of documents on Course Hero - Study Guides, Lecture Notes, Reference Materials, Practice Exams and more. Course Hero has millions of course specific materials providing students with the best way to expand their education.

Below is a small sample set of documents:

Lecture Notes for AI (CS-482) Fall 2008, Lecture 23Steven Christman November 12, 20081Partial Observable Markov Decision Processes1. Exact method - which is to turn the problem into an MDP. This is done by converting the states to belief states
Computer Science and Engineering Department University of Nevada, RenoCS 482/682 Artificial IntelligenceLecture 25 Ensemble Learning &amp; Maximum Likelihood LearningIn which we view learning as a form of uncertain reasoning from observationsEnsemb
UPenn - ENM - 511
Haim H. Bau (edited by J. L. Bassani 2/28/01)1/20Numerical Solutions to ODEs and PDEs via Maple and Matlab - A Heat Transfer Application EXTENDED SURFACES: FIN ANALYSIS - A CASE STUDY In many heat transfer applications, it is desirable to incre
Penn State - BUB - 1945
Sheet1 STATE COLLEGE, PENNSYLVANIA DAILY WEATHER SUMMARY - Latest Complete Day [Midnight - Midnight LT] -03/17/45High Temperature Low Temperature Mean Temperature Rain or Liquid Equivalent Snow and/or Ice Pellets Snow Depth: ::75 Rank (1=Warm
Penn State - BUB - 1937
Sheet1 STATE COLLEGE, PENNSYLVANIA DAILY WEATHER SUMMARY - Latest Complete Day [Midnight - Midnight LT] -03/17/37High Temperature Low Temperature Mean Temperature Rain or Liquid Equivalent Snow and/or Ice Pellets Snow Depth39 Rank (1=Warmest, 42=
Penn State - BUB - 1952
Sheet1 STATE COLLEGE, PENNSYLVANIA DAILY WEATHER SUMMARY - Latest Complete Day [Midnight - Midnight LT] -03/17/52High Temperature Low Temperature Mean Temperature Rain or Liquid Equivalent Snow and/or Ice Pellets Snow Depth40 Rank (1=Warmest, 57=
Penn State - BUB - 1989
Sheet1 STATE COLLEGE, PENNSYLVANIA DAILY WEATHER SUMMARY - Latest Complete Day [1200 UT - 1200 UT] -03/17/89High Temperature Low Temperature Mean Temperature Rain or Liquid Equivalent Snow and/or Ice Pellets Snow Depth: ::50 Rank (1=Warmest,
Penn State - BUB - 1954
Sheet1 STATE COLLEGE, PENNSYLVANIA DAILY WEATHER SUMMARY - Latest Complete Day [Midnight - Midnight LT] -03/17/54High Temperature Low Temperature Mean Temperature Rain or Liquid Equivalent Snow and/or Ice Pellets Snow Depth: ::46 Rank (1=Warm
Penn State - BUB - 1957
Sheet1 STATE COLLEGE, PENNSYLVANIA DAILY WEATHER SUMMARY - Latest Complete Day [Midnight - Midnight LT] -03/17/57High Temperature Low Temperature Mean Temperature Rain or Liquid Equivalent Snow and/or Ice Pellets Snow Depth: ::55 Rank (1=Warm
Penn State - BUB - 1968
Sheet1 STATE COLLEGE, PENNSYLVANIA DAILY WEATHER SUMMARY - Latest Complete Day [1200 UT - 1200 UT] -03/17/68High Temperature Low Temperature Mean Temperature Rain or Liquid Equivalent Snow and/or Ice Pellets Snow Depth: ::47 Rank (1=Warmest,
Penn State - BUB - 1972
Sheet1 STATE COLLEGE, PENNSYLVANIA DAILY WEATHER SUMMARY - Latest Complete Day [1200 UT - 1200 UT] -03/17/72High Temperature Low Temperature Mean Temperature Rain or Liquid Equivalent Snow and/or Ice Pellets Snow Depth: ::47 Rank (1=Warmest,
Penn State - BUB - 1960
Sheet1 STATE COLLEGE, PENNSYLVANIA DAILY WEATHER SUMMARY - Latest Complete Day [1200 UT - 1200 UT] -03/17/60High Temperature Low Temperature Mean Temperature Rain or Liquid Equivalent Snow and/or Ice Pellets Snow Depth: ::31 Rank (1=Warmest,
Penn State - BUB - 1946
Sheet1 STATE COLLEGE, PENNSYLVANIA DAILY WEATHER SUMMARY - Latest Complete Day [Midnight - Midnight LT] -03/17/46High Temperature Low Temperature Mean Temperature Rain or Liquid Equivalent Snow and/or Ice Pellets Snow Depth: ::53 Rank (1=Warm
Penn State - BUB - 1941
Sheet1 STATE COLLEGE, PENNSYLVANIA DAILY WEATHER SUMMARY - Latest Complete Day [Midnight - Midnight LT] -03/17/41High Temperature Low Temperature Mean Temperature Rain or Liquid Equivalent Snow and/or Ice Pellets Snow Depth: ::33 Rank (1=Warm
Penn State - BUB - 1959
Sheet1 STATE COLLEGE, PENNSYLVANIA DAILY WEATHER SUMMARY - Latest Complete Day [1200 UT - 1200 UT] -03/17/59High Temperature Low Temperature Mean Temperature Rain or Liquid Equivalent Snow and/or Ice Pellets Snow Depth: ::41 Rank (1=Warmest,
Penn State - BUB - 1942
Sheet1 STATE COLLEGE, PENNSYLVANIA DAILY WEATHER SUMMARY - Latest Complete Day [Midnight - Midnight LT] -03/17/42High Temperature Low Temperature Mean Temperature Rain or Liquid Equivalent Snow and/or Ice Pellets Snow Depth: ::68 Rank (1=Warm
Penn State - BUB - 1944
Sheet1 STATE COLLEGE, PENNSYLVANIA DAILY WEATHER SUMMARY - Latest Complete Day [Midnight - Midnight LT] -03/17/44High Temperature Low Temperature Mean Temperature Rain or Liquid Equivalent Snow and/or Ice Pellets Snow Depth: ::53 Rank (1=Warm
Penn State - BUB - 1971
Sheet1 STATE COLLEGE, PENNSYLVANIA DAILY WEATHER SUMMARY - Latest Complete Day [1200 UT - 1200 UT] -03/17/71High Temperature Low Temperature Mean Temperature Rain or Liquid Equivalent Snow and/or Ice Pellets Snow Depth: ::47 Rank (1=Warmest,
Penn State - BUB - 1934
Sheet1 STATE COLLEGE, PENNSYLVANIA DAILY WEATHER SUMMARY - Latest Complete Day [Midnight - Midnight LT] -03/17/34High Temperature Low Temperature Mean Temperature Rain or Liquid Equivalent Snow and/or Ice Pellets Snow Depth67 Rank (1=Warmest, 39=
Penn State - BUB - 1931
Sheet1 STATE COLLEGE, PENNSYLVANIA DAILY WEATHER SUMMARY - Latest Complete Day [Midnight - Midnight LT] -03/17/31High Temperature Low Temperature Mean Temperature Rain or Liquid Equivalent Snow and/or Ice Pellets Snow Depth37 Rank (1=Warmest, 36=
Penn State - BUB - 1948
Sheet1 STATE COLLEGE, PENNSYLVANIA DAILY WEATHER SUMMARY - Latest Complete Day [Midnight - Midnight LT] -03/17/48High Temperature Low Temperature Mean Temperature Rain or Liquid Equivalent Snow and/or Ice Pellets Snow Depth: ::49 Rank (1=Warm
Penn State - BUB - 1961
Sheet1 STATE COLLEGE, PENNSYLVANIA DAILY WEATHER SUMMARY - Latest Complete Day [1200 UT - 1200 UT] -03/17/61High Temperature Low Temperature Mean Temperature Rain or Liquid Equivalent Snow and/or Ice Pellets Snow Depth: ::31 Rank (1=Warmest,
Penn State - BUB - 1962
Sheet1 STATE COLLEGE, PENNSYLVANIA DAILY WEATHER SUMMARY - Latest Complete Day [1200 UT - 1200 UT] -03/17/62High Temperature Low Temperature Mean Temperature Rain or Liquid Equivalent Snow and/or Ice Pellets Snow Depth: ::36 Rank (1=Warmest,
Penn State - BUB - 1973
Sheet1 STATE COLLEGE, PENNSYLVANIA DAILY WEATHER SUMMARY - Latest Complete Day [1200 UT - 1200 UT] -03/17/73High Temperature Low Temperature Mean Temperature Rain or Liquid Equivalent Snow and/or Ice Pellets Snow Depth: ::63 Rank (1=Warmest,
Penn State - BUB - 1982
Sheet1 STATE COLLEGE, PENNSYLVANIA DAILY WEATHER SUMMARY - Latest Complete Day [1200 UT - 1200 UT] -03/17/82High Temperature Low Temperature Mean Temperature Rain or Liquid Equivalent Snow and/or Ice Pellets Snow Depth40 Rank (1=Warmest, 87=Colde
Penn State - GCB - 5013
Project Design A.J. Zambanini Greg BeniniPurposeTo create a one man semi-automated shooting trap that is: Efficient Effective Safe Affordable Simply Designed Aim: To fill the gap between manual traps and expensive fully automatic traps.What it D
Penn State - ECM - 5028
EL I ZAB E T H C. MELESHENKOSC H O O L AD D R E S S : 418 H I B BS H A L L , U N I V E RS I T Y PARK, PA 16802 H O M E A D D R E S S : 201 AV E N U E A, PIT TSB U RG H , PA 15221 P H O N E ( 4 1 2 ) 3 7 7 - 8 7 7 1 E - M A I L E C M
UPenn - EC - 714
How to Access Standard Data SourcesClaudia Olivetti First Version, September 19 1998 This Version September 15, 19991IntroductionThese notes describe a few sources of data that are easily available to Econ Graduate students in Penn. The notes
UPenn - EC - 714
(?), (?), (?). (?), (?), (?), (?). (?) (?). (?). (?). (?) (?) (?) (?) (?) (?) (?) (?) (?) (?) (?) (?). (?) (?) (?) (?) (?) (?) (?). (?) (?) (?) (?) (?) (?) (?) (?). (?). (?). References Aiyagari, S. R., Greenwood, J., and Gner, N. 1997. The state of
Penn State - ASPRING - 471
Problem 47. In a ABC inscribed a rhombus ADEF such that the angle A is joint, D is on AB, E is on BC, and F is on AC. Find the side of the rhombus if |AB|=c and |AC|=b. Problem 46. Let ABCD be a trapezoid AD BC. Let |AD|=20,|BC|=10, |AC|=18. Let O be
Michigan - NRE - 701
MASTERS PROJECTS PLANNING COURSE NRE 701-888WINTER 2003 ASSIGNMENT #1CRITIQUE OF PAST MASTERS PROJECT REPORTSAssigned January 6, Due January 27Developing a Master's Project is easier when you have an idea of the forms a project can take. Your as
Maggie Creek DistrictGEOLOGY AND MINERALIZATION OF THE MAGGIE CREEK DISTRICTJ.B. Harlan1, D.A. Harris1, P.M. Mallette1, J.W. Norby2, J.C. Rota1, and J.J. Sagar1ABSTRACTFirst organized in the late 1870s, the Maggie Creek district is one of the l
UPenn - MATH - 360
Series Series of Nonnegative Terms The Number eSeriesAll sequences/series will be complex valuedDefinitionGiven a sequence {an } we associate with the sequence {an } a sequence {sn } wherensn =i=1ai = a1 + a2 + a3 + + anWe call this
UPenn - CIS - 501
Lecture 9: Memory Hierarchy (3)Michael B. Greenwald Computer Architecture CIS 501 Fall 1999MBG 1CIS501, Fall 99Improving Cache Performance Average memory-access time = Hit time + Miss rate x Miss penalty (ns or clocks) Improve performance by:
UPenn - HIST - 349
HIST 349-401 History of Sexuality in the United StatesCourse information: Fall 2007 Tues/Thurs. 1:30-3:00 Room: Arch/Crest Contact information: Professor Kathy Peiss, peiss@sas.upenn.edu Office: 315C College Hall; phone 215-898-2746 Office hours: We
The People's Republic of China Under Chairman Mao ZedongHistorical Background: Longest continuous civilization: at least 4000 years of good history. Empire unified in 221 BC from warring states Dynastic Cycle: stable imperial autocracy divided by pe
Laser Tweezers and Laser ScissorsBrian Hull Physics 461 March 21st, 2004Laser Tweezers and Scissors BeginningsLaser scissors came firstDonald E. Rounds and Michael W. Berns wrote a paper in Scientific American, february 1970 titled Cell Surgery
UPenn - EXEN - 695
EMTM 695V. KumarAssignment 41. Read the Miniature Robos for Space and Military Missions article in Section 10 of the Bulkpack. Identify three common technological needs of space and military robots.a) Autonomy in navigation: Planetary robots
UPenn - CIS - 650
Reconciling Schemas of Disparate Data Sources: A Machine-Learning ApproachAnHai Doan, Pedro Domingos, Alon Halevy
People's Republic of China After Chairman MaoqqqqIn 1972, Mao Zedong met with Nixon and relations with the rest of the world began to normalize. Mao Zedong, Zhu De, and Zhou Enlai died in 1976. Hua Guofeng was new Chairman, and arrested &quot;Gan
Penn State - ME - 340
PENNSTATEH. J. Sommer III, Ph.D., Professor Department of Mechanical and Nuclear Engineering The Pennsylvania State University 337 Leonhard Building University Park, PA 16802 Office: 814-863-8997 Fax: 814-865-9693 hjs1@psu.edu http:/www.mne.psu.edu/
UPenn - STAT - 712
Statistics 712 Spring, 1999Lecture 26 1Introduction to Game TheoryAdministrative Things Assignment 8 due Friday. Questions? Another reference on game theory is W. Poundstone, Prisoner's Dilemma (1992). Poundstone's book includes some of the his
UPenn - CSE - 240
CSE 240: Introduction to Computer Architecture09/06/2005 10:38 AMCSE 240: Introduction to Computer Architecture (Autumn 2005)Mon/Wed/Fri 12:00 - 12:50 Towne Heilmeier Hall (CLASS SCHEDULE) Email: cse240-001-05c@lists.upenn.edu (archive) Web: htt
Penn State - KMK - 398
Adding a DiskChapter 8IntroductionThere is never enough disk space. Therefore, an administrator will occasionally have to install new disk drives. This chapter begins with a general discussion of the SCSI and IDE standards and a structure o
Penn State - ENGL - 202
Jennifer R. Snyder VP Information &amp; Communications AMA, Penn State Harrisburg Chapter (717) 702-4509 jrs998@psu.edu October 11, 2006 Freshmen Students Division of Undergraduate Studies Penn State University, Capital College 777 West Harrisburg Pike M
Penn State - JFD - 129
Design Specifications For A Bed Seal System Of A Moisture and Carbon Dioxide Adsorber VesselSUBMITTED TO: Air Products and Chemicals, Inc. ADDRESS: CONTACT: PHONE: FAX: EMAIL: 7201 Hamilton Boulevard Allentown, PA 18195 Vincent D'Imperio, Jr. 610-48
Penn State - JFD - 129
BedSealSystemFor AdsorberVesselSUBMITTED TO: ADDRESS: CONTACT: PHONE: FAX: EMAIL: SUBMITTED BY: Air Products and Chemicals, Inc. 7201 Hamilton Boulevard Allentown, PA 18195 Vincent DImperio, Jr. 610-481-6652 610-481-2400 DIMPERVJ@apci.comAmy Boyce
Penn State - JFD - 129
1604 Hilltop Rd Mohnton, PA 19540 Phone: 717-445-5899 School: 814-862-1052 jwm211@psu.eduJacob MatternObjective To obtain a full-time position of employment with focus on design, stress/strain, fluid flow, or heat transfer 1998 - present Penn Stat
Penn State - JBK - 5029
Jena B. KassamEmail: jbk5029@psu.edu Phone: 7174712955Current: 500 W. College Ave., Apt. 5 State College, PA 16801 Permanent: 58 Buttonwood Dr. Lititz, PA 17543
Penn State - EDW - 5021
TMD ConsultingTeam 6Statement of Work: TastyTreats Inc.2Table of Contents I. Key Information 3 Letter of Intent. 4 Project Charter. 5 Scope Statement 7 Work Breakdown StructureII.III.IV.V.9VI.Proposed Personnel. 11 Risk Managem
UPenn - ESE - 216
ESE 216 PSpice with OrCAD CaptureNote: Install the following components from the CD that comes with the textbook: (1) Orcad Capture (or Capture CIS), PSpice Lite AD, Spice Circuit Examples (Sedra, Smith).Step 1: Circuit Creation with Capture Creat
UPenn - CIS - 110
Main Introduction to Programmingwith Java, for Beginnerspublic static void main (String [] args) Must have the exact signature Only variation allowed is name of the input parameter So main starts everything, how do we call main and provide inputs