Quantitative methods, Assignment week 3
Agn`es Tourin
August 24, 2017
Problem 1 (25 points)
Implement a program in Matlab or R to compute numerically the steady
state of the airline problem seen in class. Provide a printout of your code
and a summary of y
Quantitative methods, Assignment week 4
Agn`es Tourin
September 7, 2017
1. (15 points) Download form Yahoo Finance the year 2015s daily data
for the price of JP Morgan (JPM).
We will use the price at the close. The goal of htis exercise is to compute
and
Quantitative methods, Assignment week 2
Agn`es Tourin
August 11, 2017
Problem 1: (30 points)
1. (10 points) Write a program to implement a symmetric random walk
Xn of n steps, starting at X0 = 0, using a random number generator
to choose the direction for
Quantitative methods, Assignment week 5
Agn`es Tourin
September 12, 2017
Problem 1 (30 points)
Consider the process cfw_X(t), t 0 defined by
1 if t Y
X(t) =
0 if t > Y
where Y is a uniformly distributed random variable on the interval (0, 1).
1. (5 points
FRE6083: Quantitative Methods in
Finance
Lecture notes
Andrew Papanicolaou and Agn`es Tourin
minor modifications by Monty Essid
January 2017
2
Contents
1 Week 1: Sequences and sums of random variables, an aggregate loss model in Insurance
1
1.1
Sequence o
CONTENTS
Online Resources x
Preface xi
About the Author xix
Chapter 0 Readers and Instructors
Guide 1
0.1
Outline of this Book 2
0.2
Example Systems 2
0.3
A Roadmap for Readers and
Instructors 3
0.4
Internet and Web Resources 4
PART 1 BACKGROUND 7
Chapter
05/11/17
Assume that the process image occupies a contiguous region of main memory.
The OS needs to know the location of:
process control information
the execution stack,
the entry point to begin execution of the program for this process.
Because the o
What is Virtualization
Linux
Linux
(devel)
XP
Virtual Machine Monitor
Hardware
Vista
MacOS
Isomorphism
Si
e(Si)
Guest
V(Si)
Si
Sj
V(Sj)
e(Si)
Host
Sj
Formally, virtualization involves the construction of
an isomorphism from guest state to host state.
Virt
CPU Virtualization
Outline
CPU Background
Virtualization Techniques
System ISA Virtualization
Instruction Interpretation
Trap and Emulate
Binary Translation
Hybrid Models
Computer System Organization
CPU
Memory
MMU
Controller
Local Bus
Interface
Hi
Test 2
Part 1 of 1 -
175.0/ 200.0 Points
Question 1 of 10
25.0/ 25.0 Points
Assume you have three page frames. Give an example of a sequence of page requests
on which LRU performs optimally. Then give an example on which it does not
perform optimally. Exp
Question 1 of 10
25.0/ 25.0 Points
Consider two jobs JOB1 and JOB2. JOB1 runs in a loop for 100 iterations that
requires 3 seconds of cpu time, followed by 6 seconds of I/O to disk, followed
by 3 seconds of cpu time. JOB2 runs in a loop for 100 iterations
CS6233: A Peek At
Distributed File Systems
CopyrightGeorge
Coulouris,JeanDollimore,
TimKindberg2001
email:[email protected]
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availableforprivatestudy
andfordirectuseby
individualteachers.
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CHAPTER 1
The Child as Laborer and Consumer:
The Disappearance of Childhood in
Contemporary japan
NORMA FEELD
When my mother died 1 was very young,
And my father sold me wh
And now ali the writers on Eastern civiiization
teli us the one insurmountable obstacle to the
improvement of society in those countries is
the ignorance and superstition of the women.
. . . Hence the selassertion, the antagonism,
the rebellion of women,
Aguri
187
taut-stretched nerves and his vanity, T33 remark was
disturbing. Everyone he met said he was getting thinner
. -he had worried about it himself for over a year. In
the last six months you could almost see the change from
one day to the next, as
FRE 6123
Financial Risk Management and
Asset Pricing
Lecture1
Mirela Ivan
[email protected]
FRE 6123 Fall 2016
1
This class:
Homework 10%
Some questions and some essays responding to articles
Project 10%
Midterm 30%
Final 50%
FRE 6123 Fall 2016
2
How to
Passport Options | GlobalCapital
1 of 4
http:/www.globalcapital.com/article/k64zfltjs9ch/passport-options
COPYING AND DISTRIBUTING ARE PROHIBITED WITHOUT PERMISSION OF THE
PUBLISHER.
A passport option gives the holder a zero-strike call option on the valu
Copula
If X and Y are independent: Cov(X,Y)=E(XY)-E(X)E(Y)=0
Reverse not necessarily true, unless bivariate normal.
Denote the cumulative distribution function of X ( X 1 , X 2 ,., X n ) by
F(x1 , x 2 , , x n ) P(X1 x1 ,., X n xn )
Multivariate distributi
Risk Latte - Passport Options: Free Lunch or a Unique Product?
http:/www.risklatte.com/Articles/QuantitativeFinance/QF_200.php
Articles
Financial Markets & Trading
Quantitative Finance
History of Finance
Financial and Engineering Mathematics
Economics & B
FRE 6123 Course Outline
Department of Finance and Risk Engineering
NYU Tandon School of Engineering
Fall 20116
Motivation:
- Assets Pricing and Risk management are both fundamental foundations to Financial and
Risk Engineering.
- They require an appreciat
Answers to Suggested-End-of-Chapter Question:
1.
In the corporate form of ownership, the shareholders are the owners of the firm. The shareholders
elect the directors of the corporation, who in turn appoint the firms management. This separation of
ownersh
FRE 6103 Lecture 8
Portfolio theory
Zhaoxia Xu
0
Review of Lecture 7
Portfolio Mathematics
Step 1: calculate expected returns for individual
assets
i E (ri ) Pr( s ) r ( s )
s
Step 2: calculate variances for individual assets
i2 V (ri ) Pr( s ) (r ( s)
Chapter 13
3.
We have the information available to calculate the cost of equity using the CAPM and the dividend
growth model. Using the CAPM, we find:
RE = .05 + 0.85(.08) = .1180 or 11.80%
And using the dividend growth model, the cost of equity is
RE = [
FRE 6103 Lecture 3
Discounted Cash Flow
Valuation
Zhaoxia Xu
0
Objectives
To introduce one of the most important
principles in Finance: the time value of money.
Discounted cash flow valuation
1
Why do we care?
Moving money through time to a common date
FRE 6103 Lecture 9
The Capital Asset Pricing Model
(CAPM)
Zhaoxia Xu
0
Review of Lecture 8
E (rM ) rf
M
E(r)
Slope
M
rf
MV
(r)
If there is a risk free asset, we have the Separation Property
that portfolio choice can be separated into two tasks:
(1) det
FRE 6103 Lecture 10
The Arbitrage Pricing Theory
(APT)
Zhaoxia Xu
0
Lecture outline
Factor Models
Arbitrage Pricing Theory
Comparing CAPM and APT
1
1
Factor models: announcements,
surprises, and expected returns
The return on any security consists of two
FRE 6103 Lecture 4
Net Present Value and
investment decisions
Zhaoxia Xu
0
Outline
Why use Net Present Value?
Alternative rules
The payback period rule
The discounted payback period rule
The internal rate of return
The profitability index
The practice
FRE 6103 Lecture 11
Risk and capital budgeting
Zhaoxia Xu
0
Outline
The Cost of Capital: Some Preliminaries
The Cost of Equity
The Costs of Debt and Preferred Stock
The Weighted Average Cost of Capital
1
1
Whats the Big Idea?
Early, capital budgeting foc