Conditional P
Bayes
Joint P
Conditional E
Pearsons Correlation
Week 3: Joint Distributions and Dependence
Tee Chyng Wen
QF102: Investment Statistics
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Week 3: Joint Distributions and Dependence
QF102: Investment Statistics
Conditional P
Bayes
Joint P
C
Bernoulli
Binomial
Poisson
Uniform
Exponential
Normal
Week 2: Important Discrete and
Continuous Distributions
Tee Chyng Wen
QF102: Investment Statistics
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Week 2: Important Discrete and Continuous Distributions
QF102: Investment Statistics
Bernoulli
Bi
QF102 Week 4: Measuring Investment Returns
Derivation of Biased Random Walk
Consider the case where the probabilities of left and right moves are not equal (i.e. tossing a
biased coin). Let p denote the probability of a right move, while q = 1 p denote th
STAT203 Financial Mathematics
Mid-Term Test, 15 February 2016
Instructions:
[1] This test paper contains fifteen (15) multiple-choice questions.
[2] Candidates must answer all questions.
[3] Each question carries equal mark.
[4] You have 90 minutes to wri
STAT203 Financial Mathematics
Assignment 1, Term 1, 2016 2017
To be handed in by: 26 August (Fri), 15:30
1. (a) Given r(2) = 5%, find the effective rate i.
(b) Given an effective rate of i = 5.26%, find r(6) .
(c) Given r(4) = 0.07, find d(2) .
(d) Find t
School of Economics
Academic Year 2016-17
Term 1
STAT203 Financial Mathematics
Instructor Name
Email
Tel
Office
: Tse Yiu Kuen
: yktse@smu.edu.sg
: 68280257
: 90-0577
COURSE DESCRIPTION
This is a compulsory course for the Second Major in Actuarial Science
Solution, Final Exam STAT203, April 2016
1. As no interest is paid on withdrawals on March 31 and September 30, these withdrawals have the same time value as withdrawals on Jan and June. Hence, we can
regard the withdrawals as semiannual at times, 0, 0.5,