STOCKHOLMS UNIVERSITET
MATEMATISKA INSTITUTIONEN
Avd. Matematisk statistik
TENTAMEN
Mathematics II
Wednesday 16 October 2013
Problem set for
Mathematics II
Wednesday 16 October 2013
Problem 1
Adam has 4 pairs of white, 6 pairs of gray and 14 pairs of blac
STOCKHOLMS UNIVERSITET
MATEMATISKA INSTITUTIONEN
Avd. Matematisk statistik
TENTAMEN
Mathematics II
Friday 1 November 2013
Problem set for
Mathematics II
Friday 1 November 2013
Problem 1
A continuous random variable X has the density function fX (x) = a +
SDPE Mathematics II, Fall 2013
Assignment 3
31 oktober 2013
Exercise 1
Let X be a continuous random variable with E [X] = . Show that
2
R (x ) fX (x)dx
is equal to E [X 2 ] E [X]2 = Var [X].
Exercise 2
Let X and Y be two independent random variables. Show
SDPE Mathematics II, Fall 2013
Assignment 1
6 oktober 2013
Exercise 1
Consider the following system of equations:
3x +2x2 x3 = 2
1
x1 2x2 +ax3 = 5
+2x3 = 6
2x1
(a):
Write (1) using matrix multiplication.
(b):
For what values of a does this system have
SDPE Mathematics II, Fall 2013
Assignment 2
15 oktober 2013
Exercise 1
The task of this exercise is to illustrate convergence of relative frequencies. When we
talked about how to interpret the word probability, I sketched a few ctive plots
showing how the
STOCKHOLMS UNIVERSITET
MATEMATISKA INSTITUTIONEN
Avd. Matematisk statistik
PROBLEM SET
Mathematics II
Wednesday 6 November 2013
Problem set for
Mathematics II
Wednesday 6 November 2013
Problem 1
Grocer Smith is an active member in the local Red Cross Unio
SDPE Mathematics II, Fall 2013
Assignment 4
8 november 2013
Exercise 1
In this exercise, you are supposed to show that the mean of the sum Sn = ni=1 Xi
converges to the expected value of each Xi . Simulate n observations from a random
variable following a
Math II 2016: Syllabus
Lecturer: Jens Josephson ([email protected])
Teaching Assistant: Sirus Dehdari ([email protected])
Administrator: Anne Jensen ([email protected])
The course covers fundamental topics in linear algebra and probability
Microeconomics II Assignment 4
Sreyashi Sen
December 2, 2016
IPO Model
There is an entrepreneur who would like to take her company public. She may be of the high
type, with future profits for the company = 2, or of the low type, with future profits for th
Microeconomics II Assignment 2
Sreyashi Sen
November 15, 2016
Sharing heterogeneous objects
A group of n people have to share k objects that they value differently. Each person assigns values
to the objects; no one assigns the same value to two different
Microeconomics ll 7 Assignment 1
Sreyashi Sen*
November 8, 2016
Collective Action Problem: A Case of Voter Participation
Candidates A and B are competing in an election whose outcome is determined by simple plurality
1. Of the n voters, 19 support candida
Microeconomics II Assignment 3
Sreyashi Sen
November 24, 2016
Tit-for-tat as a subgame perfect equilibrium in the infinitely repeated
Prisoners Dilemma
Consider an infinitely repeated Prisoners Dilemma in which the payoffs of the component game
are given
Examination for 700 INTERNATIONAL ECONOMICS, June 4, 2015
(Paul Segerstrom)
The examination consists of 9 questions which together give 100 points. The number of
points is given for every question. Question 9 should be answered only if you have not
receiv
Examination for 700 INTERNATIONAL ECONOMICS, January 16, 2015
(Paul Segerstrom)
The examination consists of 9 questions which together give 100 points. The number of
points is given for every question. Question 9 should be answered only if you have not
re
journal ofErrmomzr' l’msperrtvm—Lbiume I 5, Number 2 Spring ZUUI—Pages 81-102
Capital Structure
Stewart C. Myers
he study of capital structure attempts to explain the mix of securities and
financing sources used by corporations to finance real investment.
Foundations and Trends R in
Finance
Vol. 3, No. 1 (2008) 193
c 2009 C. Parsons and S. Titman
DOI: 10.1561/0500000018
Empirical Capital Structure: A Review
Christopher Parsons1 and Sheridan Titman2
1
2
University of North Carolina at Chapel Hill, USA,
Chri
Fiduciary Duties and Equity-debtholder
Conicts
Bo Becker
Harvard Business School and NBER
Per Str mberg
o
SIFR, Stockholm School of Economics, ECGI, and CEPR
We use an important legal event to examine the effect of managerial duciary duties on
equity-debt
Journal of Economic PerspectivesVolume 24, Number 1Winter 2010Pages 7392
Credit Default Swaps and the
Credit Crisis
Ren M. Stulz
C
redit default swaps are a subject of considerable ambivalence. On one side,
they seem like straightforward financial derivat
Journal of Economic PerspectivesVolume 24, Number 1Winter 2010Pages 328
How Debt Markets Have Malfunctioned
in the Crisis
Arvind Krishnamurthy
T
he financial crisis that began in 2007 is especially a crisis in debt markets.
For example, the stock market p
THE JOURNAL OF FINANCE VOL. LIV, NO. 2 APRIL 1999
Corporate Ownership Around the World
RAFAEL LA PORTA, FLORENCIO LOPEZ-DE-SILANES,
and ANDREI SHLEIFER*
ABSTRACT
We use data on ownership structures of large corporations in 27 wealthy economies
to identify
OXFORD REVIEW OF ECONOMIC POLICY, VOL. 17, NO. 4
THE POLITICAL ECONOMY OF
FINANCE
MARCO PAGANO
CSEF, Universit di Salerno, and CEPR
PAOLO VOLPIN
London Business School1
The regulations that shape the design and operations of corporations and credit and se
Journal of Economic PerspectivesVolume 23, Number 1Winter 2009 Pages 325
The Economics of Structured Finance
Joshua Coval, Jakub Jurek, and Erik Stafford
T
he essence of structured nance activities is the pooling of economic
assets like loans, bonds, and
THE JOURNAL OF FINANCE VOL. LXIII, NO. 3 JUNE 2008
The Politics of Financial Development: Evidence
from Trade Liberalization
MATIAS BRAUN and CLAUDIO RADDATZ
ABSTRACT
Incumbents in various industries have different incentives to promote or oppose financia
Journal of Comparative Economics, forthcoming
Political instability: Effects on financial development, roots in
the severity of economic inequality
Mark J. Roe and Jordan I. Siegel*
February 3, 2011
Abstract
We here bring forward strong evidence that poli
THE JOURNAL OF FINANCE VOL. LXIV, NO. 4 AUGUST 2009
Agency Problems at Dual-Class Companies
RONALD W. MASULIS, CONG WANG, and FEI XIE
ABSTRACT
Using a sample of U.S. dual-class companies, we examine how divergence between
insider voting and cash f low rig
THE JOURNAL OF FINANCE VOL. LXIII, NO. 3 JUNE 2008
The Corporate Governance Role of the Media:
Evidence from Russia
ALEXANDER DYCK, NATALYA VOLCHKOVA, and LUIGI ZINGALES
ABSTRACT
We study the effect of media coverage on corporate governance by focusing on
THE JOURNAL OF FINANCE VOL. LIX, NO. 2 APRIL 2004
Private Benefits of Control: An International
Comparison
ALEXANDER DYCK and LUIGI ZINGALES
ABSTRACT
We estimate private benefits of control in 39 countries using 393 controlling blocks
sales. On average th
Journal of Economic PerspectivesVolume 18, Number 3Summer 2004Pages
25-46
The Capital Asset Pricing Model:
Theory and Evidence
Eugene F. Fama and Kenneth R. French
T
he capital asset pricing model (CAPM) of William Sharpe (1964) and John
Lintner (1965) ma
Journal of Economic PerspectivesVolume 18, Number 3Summer 2004Pages
3-24
The Capital Asset Pricing Model
Andre F. Perold
A
fundamental question in finance is how the risk of an investment should
affect its expected return. The Capital Asset Pricing Model