Western University (Ontario)  Also known as University of Western Ontario
Applied Mathematics
MATH 2503

Winter 2016
STAT 2864b Winter 2016
Assignment 2
Due February 2 in class
The le http:/www.stats.uwo.ca/faculty/murdoch/2864/london14.
csv contains ocial results from the October 27, 2014 municipal election in
London Ontario, in commaseparated format. I obtained this
Western University (Ontario)  Also known as University of Western Ontario
Applied Mathematics
MATH 2503

Winter 2016
Answers for PS1
1). C
2). C
3). B
4). There are many differences between stocks and bonds:


stocks are ownership, bonds are loans
dividends are not guaranteed, coupons are guaranteed
random dividends vs predetermined coupon
no guaranteed nominal value
Western University (Ontario)  Also known as University of Western Ontario
Applied Mathematics
MATH 2503

Winter 2016
STAT 2864b Winter 2016
Assignment 1
Due: January 19 in class
Please nd one or two partners to work together with on this assignment.
Put the names and email addresses of all partners at the front of your assignment. (Do NOT include student numbers.) Hand
Western University (Ontario)  Also known as University of Western Ontario
Applied Mathematics
MATH 2503

Winter 2016
Problem Set for Chapter 1
Textbook Questions: ex#1.11.4, 1.7. 1.9, 1.12
Multiple Choice Questions
1) Which of the following is not a derivative instrument?
A) Contract to sell corn
B) Option agreement to buy land
C) Installment sales agreement
D) Mortgag
Western University (Ontario)  Also known as University of Western Ontario
Applied Mathematics
MATH 2503

Winter 2016
FM2557 Midterm Test 2
March 10, 2015
Last name: _ First name _
Student Number: _
Instructions:
This is a 60minute closedbook exam.
Only nonprogrammable calculators are permitted.
There are 4 questions and 50 points in total. The number of points a
Western University (Ontario)  Also known as University of Western Ontario
Applied Mathematics
MATH 2503

Winter 2016
Problem Set for Chapter 2
Textbook Questions: ex1.13 and ex2.12.15 (all questions are good, but I will only post
solutions to even numbered questions for Chapter 2)
Multiple Choice Questions
1) Which of the following statements about a forward contract i
Western University (Ontario)  Also known as University of Western Ontario
Applied Mathematics
MATH 2503

Winter 2013
AM' $52.17 //Q(C«dd)
ézz» I '4'! (Odd). #2., 43 ,
Def A dWam/ax eguatimx (DE) is a rdatiowshga
among vhe mknawn Functions and Lt; devazvtgeg
If the WW7! nmmx depvynoémq one (Mira/bk,
17kt PE is Med an «WW/awry 0&7?th eQWOh
(Ode).
d/hz wdmvwn Wmd dsa'ntw
Western University (Ontario)  Also known as University of Western Ontario
Applied Mathematics
MATH 2503

Winter 2013
our
The University of Western Ontario
London Canada
Applied Mathematics 25038
Advanced Mathematics for Statistics
Course Outline  Winter 2013
Instructor: Khoa Nguyen, (519) 6612111 x88799, MC 259, [email protected]
Ofce Hours: Wednesday. 3:004:00, M6259; o
Western University (Ontario)  Also known as University of Western Ontario
Applied Mathematics
MATH 2503

Winter 2016
FM2557 Chapter 22
More on
Forward contracts
Replication and arbitrage argument
Examples
1
Review of forward contract
Forward contract specifies the underlying, the
size, the expiration date (T) and forward price (F).
Long forward is committed to bu