Homework #1, ORF 505
Assigned on Sept 20; Due Sept 27, 2016
1. Consider n realizations, x1 , x2 , , xn of the uniform distributed random variable X
Unif(a, b).
(i) Show that E[X] =
a+b
2 ,
E[X 2 ] =
ECO 465/FIN 522 - Assignment 3 Solutions
Christian Wolf
Question 1
Lets start by computing the corresponding instantaneous rates. We have
erBrazil = 1.22
which gives
rBrazil = 0.1989
and
erU S = 1.02
FIN / ORF 505
Thursday October 9, 2014
FIRST MIDTERM
Closed book, and anything with a switch ON/OFF should be turned OFF!
No unjustified answer will be given credit, even if the answer is correct.
Homework #5, ORF 505
Assigned on October 18; Due October 25, 2016
1. Let us assume that X1 and X2 are two positive random variables which we assume to be
independent and having the same distribution.
Homework #6, ORF 505
Assigned on November 8; Due November 15, 2016
1. The centroid of data (x1 , y1 ), (x2 , y2 ), (xn , yn ) is the point (
x, y) with coordinates given
by
m
m
1X
1X
xj ,
y =
yj .
x
=
Springer Texts in Statistics
Ren Carmona
Statistical
Analysis of
Financial Data
in R
Second Edition
Springer Texts in Statistics
Series Editors:
G. Casella
R. DeVeaux
S.E. Fienberg
I. Olkin
For furthe
Homework #3, ORF 505
Assigned on October 4; Due October 11, 2016
1. Consider the Gumbel distribution with parameters m and :
F (x) = Gm,=0 (x) = exp[e
xm
],
x R.
(i) Find the formula for the quantile
Homework #2, ORF 505
Assigned on Sept 27; Due October 4, 2016
1. (i) Use the R command rnorm to simulate n = 10, 000 samples for two standard normal
random variables X and Y . Construct the vector Z =
PRINCETON UNIVERSITY
BENDHEIM CENTER FOR FINANCE
Professor Wei Xiong
Fall
2016
ECO 465/FIN 522
Assignment 2 (Due on Oct 6)
1. Suppose the current value of the S&P 500 index is 1000, the future value o