Christiano
FINC 520, Spring 2010
Midterm Exam.
There are 100 points possible on this exam. The number of points allocated to each question are indicated, so you can allocate your time accordingly. The density function for a normal random variable, x; is:
Christiano
FINC 520, Spring 2008
Final Exam.
This is a closed book exam. Points associated with each question are
provided in parentheses. Good luck!
1. Prove the law of iterated mathematical expectations:
Ex = E [Exjy ] ;
where x and y are two random var
Christiano
FINC 520, Spring 2010
Homework 8, due May 30.
1. This question studies the Monte Carlo Markov Chain (MCMC) algorithm and the Laplace approximation. Because we do this in an example where we know the true distribution being approximated, we have
Christiano
FINC 520, Spring 2007
Midterm Exam.
Here are some trigonometric properties that you may nd useful:
sin (k ) = 0, integer k, sin (/2) = 1
cos (0) = 1, cos (/2) = 0, cos () = 1
exp (i ) = cos () + i sin () .
There are 100 points possible on this