Sunco Blending Problem:
Database Design, Information Technology
Source of the problem: page 86, W. L. Winston, "Operations Research, Application and
Algorithms", 4th Edition, Thomson Learning, 2004, ISBN: 0-534-38058-1
By: Dr. Parisay
Content:
123456-
Pro
642:621 Mathematical Finance I, Problem Set 2
1. General Instructions on assignments.
Please read the Academic Integrity Code on finmath.rutgers.edu. All students
are required to follow this code. What this code means with respect to homework is
that you
642:621 Mathematical Finance I, Problem Set 3
1. General Instructions on assignments.
Please read the Academic Integrity Code on finmath.rutgers.edu. All students
are required to follow this code. What this code means with respect to homework is
that you
PS Solution
Kihun Nam
Rutgers University
Piscataway, NJ 08854, USA
Sep 2015
1
1.1
Problem Set 1.
Problem 1
In the Lecture 1, we have seen the no arbitrage condition in the one-period binomial model. Prove
that if 0 < d < 1 + r < u, then there is no arbitr
MATH 621 HOMEWORK 4 SOLUTIONS
Exercise 2.3
Let X, Y be normal random variables and is a constant define random variables V , W as:
V = X cos() + Y sin()
and W =
X sin() + Y cos()
Now calculating the moment-generating function for V :
h
i
E[euV ] = E e(u(X
642:621 Mathematical Finance I, Problem Set 4
1. General Instructions on assignments.
Please read the Academic Integrity Code on finmath.rutgers.edu. All students
are required to follow this code. What this code means with respect to homework is
that you
642:621 Mathematical Finance I, Problem Set 2
1. General Instructions on assignments.
Please read the Academic Integrity Code on finmath.rutgers.edu. All students
are required to follow this code. What this code means with respect to homework is
that you
642:621 Mathematical Finance I, Problem Set 4
1. General Instructions on assignments.
Please read the Academic Integrity Code on finmath.rutgers.edu. All students
are required to follow this code. What this code means with respect to homework is
that you
642:621 Mathematical Finance I, Problem Set 1
Due: Sep 15 at the beginning of lecture.
1. General Instructions on assignments.
Late HW will not be accepted. You may email the HW only if your HW is written
by LATEX.
Before submitting this homework assignme
642:621 Mathematical Finance I, Problem Set 3
1. General Instructions on assignments.
Please read the Academic Integrity Code on finmath.rutgers.edu. All students
are required to follow this code. What this code means with respect to homework is
that you