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I've deleted the first 50 mortality values, as they aren't needed for this
York University
MATH 5370 3.00MW Financial Mathematics for Teachers
Assignment 3 part 2 Solutions
Problems 1 and 2 are due April 2. Problem 3 is now due April 9. You should
write your solutions down and submit them to me on paper or by e-mail, but I
also
York University
MATH 5370 3.00MW Financial Mathematics for Teachers
Assignment 4 Solutions
Due April 9. For the last problem, send me your simulation by e-mail.
t
1. Find Xt = 0 Bt dBt , where Bt is a Brownian motion.
2
[Hint: by denition, dXt = Bt dBt .
MATH 5370 3.0MW (Winter 2015)
Financial Mathematics for Teachers - Course
outline
Description:
The world of finance is increasingly mathematical. This potentially affects a broad
spectrum of secondary students, from those actually enrolled in business cou
York University
MATH 5370 3.00MW Financial Mathematics for Teachers
Assignment 3 complete
Problems 1 and 2 are due April 2. Problem 3 is now due April 9. You should
write your solutions down and submit them to me on paper or by e-mail, but I
also want you
York University
MATH 5370 3.00MW Financial Mathematics for Teachers
Assignment 1
Due January 29, 2015 (in class or e-mailed to [email protected])
1. Suppose that interest rates are constant, and that the interest rate with monthly
compounding is 2%;
(a) What
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Option: American call
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York University
MATH 5370 3.00MW Financial Mathematics for Teachers
Assignment 2 Solutions
Due February 12, 2015 (in class or e-mailed to [email protected])
Do one or the other of the following problems (for bonus marks, do both). You
should write up your ans
York University
MATH 5370 3.00MW Financial Mathematics for Teachers
Assignment 1 - Solutions
Due January 29, 2015 (in class or e-mailed to [email protected])
1. Suppose that interest rates are constant, and that the interest rate with monthly
compounding is 2
York University
MATH 5370 3.00MW Financial Mathematics for Teachers
Assignment 3, part 1 Solutions
Problems 1 and 2 are due April 2. Problem 3 is now due April 9. You should
write your solutions down and submit them to me on paper or by e-mail, but I
also
York University
MATH 5370 3.00MW Financial Mathematics for Teachers
Assignment 2 (modied)
Due February 12, 2015 (in class or e-mailed to [email protected])
Do one or the other of the following problems (for bonus marks, do both). You
should write up your answ
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s
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lifexpectancy=function(age, m, b, hor, reps)
cfw_ # Monte Carlo simulator, to find life expectancy
# typical call: lifexpectancy(age=30, m=90, b=12, hor=120, reps=1000000 )
# If this file is saved as a file meanlifetime.R then selecting it as the source
York University
MATH 5370 3.00MW Financial Mathematics for Teachers
Assignment 4
Due April 9. For the last problem, send me your simulation by e-mail.
t
1. Find Xt = 0 Bt dBt , where Bt is a Brownian motion.
2
[Hint: by denition, dXt = Bt dBt . Try settin