Math 416/516: Stochastic Simulation
Haijun Li
lih@math.wsu.edu
Department of Mathematics
Washington State University
Weeks 2-3
Haijun Li
Math 416/516: Stochastic Simulation
Weeks 2-3
1 / 31
Outline
1
Brownian Motion
2
Option Pricing
3
Asset Pricing with B
Math 416/516: Stochastic Simulation
Haijun Li
lih@math.wsu.edu
Department of Mathematics
Washington State University
Week 1
Haijun Li
Math 416/516: Stochastic Simulation
Week 1
1 / 45
Outline
1
Basic Concepts from Probability Theory
2
Random Variables
3
R
Final Exam Solution (90 pts), Dec 12, 2013 (Math 416/516, H. Li)
Name and ID#:
SHOW ALL THE WORK! The nal answer wont count without the steps that lead
up to it.
Math 416 Students: Complete Problems (1), (2), (3), (4) and (5)
Math 516 Students: Complete P