Tuesday, September 12, 2017
MAS 261
Lecture 1
Simply put: Statistics and Data Science allow us to answer questions about (almost) anything we want to
know that we can collect data for.
We collect a SAMPLE from our POPULATION to help answer our questions,
Keg.
MAS 362: Decision Tools for Management 2
Fall 2015 Quiz #1 Name
1. Show work to receive full credit.
2. This is an open-book, open-notes quiz.
Question I: I ' 7
The number of years of service for ten upper-level managers are:
3 12 7 21 15 8 18 25 16
MAS 362: Decision Tools for Management
Fall 2015 Exam #1 Name
1. Show complete work to receive lll credit.
2. This is a closed book/notes exam; only a sheet of paper with formulas is
allowed.
3. Exchange of any materials/calculators is not permitted.
4. Y
kc;
MAS 362: DECISION TOOLS FOR MANAGEMENT
Spring, 2016 Quiz#5
- You should show complete work to receive full credit.
0 Fill in the useful details.
1. Consider the data on Fresh Detergent: ye Demand; x1 price; xz average industry price; x3
advertising;
MAS 362: Decision Tools for Management
Spring 2016 Exam #2 Name
1. You must show complete work on paper to receive full credit.
2. You may use one sheet of notes, a calculator and the statistical tables.
Question Question 1: (18)
A real estate agency
MAS 362: Decision Tools for Management
Spring 2016 Quiz #2 Name
1. Show work to receive full credit.
2. This is an open-book, open-notes quiz. .
Questionl:
A retailer that sells home entertainment systems accumulated 10,451 sales invoices during the previ
MAS 362: Decision Tools for Management
Spring 2016 . Quiz #4 Name
1. Show work to receive full credit.
2. This is an openbook, open-notes quiz.
Question: _
Fuel Consumption. The data le FUELCON4 contains the following variables for all 50 states plus th
Name
Afterburner
Alpengeist
American Eagle
Apollo's Chariot
Beast
Blue Streak
Canyon Blaster
Chang
Coaster Thrill Ride
Colossus
Comet
Deja Vu
Desperado
Fujiyama
Goliath
Great American Scream Machine
Hangman
Hayabusa
Hercules
Hurricane
Incredible Hulk
Inve
MAS 362Homework 1Prof. Emmerling
Due Date: Wednesday, February 4, in class.
Textbook Exercises: 2.6: 22, 23
Additional Exercises:
Question1:
Consider the data file FIVEYRRET2.xls.
1. Obtain summary statistics for the 5-year rates of return. What is the me
MAS 362Prof. Emmerling
Due Date: Wednesday, March 18, in class.
Lagged Variables: Download, from the US Bureau of Labor Statistics, the unemployment rate
in the US from 2004-2014. Put the January and February rates 6.6 and 6.7 respectively aside and
only
MAS 362Homework 1Prof. Emmerling
Due Date: Wednesday, February 4, in class.
Textbook Exercises: 2.6: 22, 23
Exercise #22.
n=400, s =5 year, x = 35, Za/2 = (1-95/100)/2
35 (Z score (0.05/2) * (5/400)
35 (1.96) * (0.25)
(34.51, 35.49)
We are 95% confident t
MAS 362Homework 2Prof. Emmerling
Due Date: Monday, March 2, at the beginning of class.
Exercises: Section 4.3 Exercise 2 and Section 4.4 Exercises 3,4. Please use Minitab to complete
these problems.
3 Exercise 2
a.Salary= 3179.5+139.6EDUC+1.5EXPER+20.6TIM
Name (October 2002 Road and Track)
Acura CL
Acura NSX
Acura RL
Acura RSX
Acura TL
Aston Martin DB7 Vantage
Aston Martin Vanquish
Audi A4 Cabriolet
Audi A6
Audi A8
Audi TT
Bentley Arnage R
Bentley Continental R
BMW Z4 Roadster
BMW Z8
BMW 3 series
BMW 5 ser
Anonymous Intro Questions Fin 660- Sep 1, 2015
Do Not Use a Calculator Do not Write your Name
1. You own a 5% coupon bond that pays annually with maturity in 10 years that has
a yield of 5%. The modified duration of this bond is 7.72 years. Using the
dura
Assignment for Dec 8
(1) Implement Mertons model for estimating default probability. Assume the risk free rate is 5% per annum
continuously compounded.
Note: In Excel, to solve two non-linear equations of the form F(x,y)=0 and G(x,y)=0, use Solver to find
Closed Form Pricing for Annuities and fixed-rate bonds
1) Perpetual Annuity: =
2) Conventional Annuity with Maturity Date: = ( , )
3) Fixed-rate Bond: = ( , ) +
,
(1) Consider the present value P0 of a perpetual annuity discounted
at a rate r that pays
Samuelson, Paul A. Proof That Properly Anticipated Prices F luctuate Randomly, Industrial
Management Review, 6:2 (1965:8pring)
Extracted from PC] F ulltext, published by ProQuest Information and Learning Company.
Paul A. Samuelson
Massachusetts Institute