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Chapter 14 - Sampling and Simulation
Clusters are easy to use since they already
exist, but it is difficult to justify that the
clusters actually represent the population.
EXERCISE SET 14-1
Random, systematic, stratified, cluster.
11 through 16.
1. Bid = 7.44 Ask = 7.20, option expiring in 72 days. Risk free rate is:
Time till expiration = 72/360 = 0.20
Estimate of T-Bill rate = (7.44+7.20)/2 = 1.464
Time till expiration*estimate of T-bil
1. Stock trading at $25 that can go up or down by 15% per period. Risk-free rate is
10%. Use one-period binomial model.
a. Determine the two possible stock prices for the next period
Size of upwar