Mathematics 6320 Midterm Examination March 10, 2010
NAME
This exam consists of 4 problems, numbered 14. For partial credit you must present your work clearly and understandably; no credit will be given for unsupported answers. Please write your name on ea
Monte Carlo Methods in
Mathema0cal Finance
Lecture 1: Review of Probability
Introduc0on to Monte Carlo Method
Consider compu0ng the integral:
=
1
f (x)dx
0
Write the integral as an expecta0on:
1
=
f (x)dx = E[f (
MA5205 Mid-term test 2015
Name: _ _ _ Time allowed: 90 min.
(1) Let f be a function on R'that is continuous on a measurable set E. Show that f X E is
W
a measurable function on R. (You may not assume f to be measurable.) [7]
cfw_'G L) (2) Let f be an inte