Homework #1 for PSYC2010A,
For the following data set
10, 1, 9, 3, 5, 9, 2, 7, 4, 9, 1, 7, 8, 8, 9, 2, 6, 8
1), Rank to make an ordered list
2), Construct a histogram for the list
3), Calculate the me
Psychology 2010, Introduction to Statistics
Lecture 11:
Instructor
Teaching Assistant
Liqiang Huang
Kelvin, Lui Fai Hong
This type of data can not be handled by
using the previous methods because we a
Psychology 2010, Introduction to Statistics
Lecture 12:
Instructor
Teaching Assistant
Liqiang Huang
Kelvin, Lui Fai Hong
Review
8
6
4
2
0
0
2
4
6
8
10
We need to capture the trend of the
correlation (
Tutorial 1: Introduction
Kelvin, Lui Fai Hong
Overview
You need to be clear about
Tutorial objectives
Tutors contact Information
Tutorial Schedule
Homework Schedule
CUForum
How to do well in this cl
Descriptive statistics
Kelvin, Lui Fai Hong
Overview
Measures of central tendency
Measures of variation
Normalization and standard scores
Basics of SPSS
Measures of central tendency
Mean
Is the
Normal distribution
Kelvin Lui
Tutorial Schedule
Overview
Learn about the properties of a normal distribution
How to read the Normal distribution table
Solve problems using tables of the normal dis
Hypothesis Testing
Kelvin Lui
Some reminders
You will have your quiz 1 (covers lectures 1-5) on 22-10-
2012 at YIA LT9.
The quiz is open book and open notes, so remember to bring
your notes, statist
T-test
Kelvin, Lui Fai Hong
Announcement
Two-sample t-test will be covered today
ANOVA for next weeks tutorial
T-distribution
We do not know the variance of population
we estimate the variance bas
One-way ANOVA
Kelvin, Lui Fai Hong
Reminders
You are going to have your Quiz 2 (lecture 6 to 9) on next
Monday (19th November)
Assignment 4 is due at 5pm on 19th November.
Comparing all the tests we
CHAPTER 4
THE RANDOM BEHAVIOUR OF ASSETS
1.
A share has an expected return of 12% per annum (with continuous compounding) and a volatility of 20% per annum. Changes
in the share price satisfy dS = S d
Quant Job/Intern Application Checklist
Jintong Zheng
4/28/14
1. Reference Books:
a)
Financial Math
i.
A primer for the mathematics of financial engineering, second edition, D
CHAPTER 1
PRODUCTS AND MARKETS: EQUITIES, COMMODITIES,
EXCHANGE RATES, FORWARDS AND FUTURES
1.
A company makes a 3-for-1 stock split. What effect does this
have on the share price?
In absence of arbit
CHAPTER 8
THE BLACK SCHOLES FORMULAE AND THE GREEKS
1.
Find the explicit solution for the value of a European option
with payoff (S) and expiry at time T , where
S if S > E
(S) =
0 if S < E.
We can re
Psychology 2010, Introduction to Statistics
Lecture 10:
Instructor
Teaching Assistant
Liqiang Huang
Kelvin, Lui Fai Hong
If there are differences between the means
of populations, the estimation from
Psychology 2010, Introduction to Statistics
Lecture 9:
Instructor
Teaching Assistant
Liqiang Huang
Kelvin, Lui Fai Hong
Review
1-sample t-test: In general, are red dots
on the right of the blue line?
PSYC2010A Introduction to Statistics
Homework 2, Fall 2012
Twenty-five women between the age of 70 and 80 were randomly selected from
the general population of women in this age range to take part in
PSYC2010A Introduction to Statistics
Homework 3, Fall 2012
Lindsay wants to know whether food is more expensive in United States than in Hong Kong
and collected the following data.
Wine potato bread R
PSYC2010A Introduction to Statistics
Homework 4, Fall 2012
Please do NOT use SPSS for you analysis
Question 1
An investigator is interested in the standard of English of students coming to Britain for
PSYC2010A Introduction to Statistics
Homework 5, Fall 2012
Below are the seniority (i.e., number of years in a company) and salary for 8 employees.
Number of Years in the company
3
10
5
17
6
3
4
8
a.
Psychology 2010A, Introduction to Statistics
Lecture 1:
Instructor
Teaching Assistant
Liqiang Huang
Kelvin, Lui Fai Hong
Outline
Greetings to each other
Our plan for this term
Why is statistics import
Psychology 2010, Introduction to Statistics
Lecture 2:
Instructor
Teaching Assistant
Liqiang Huang
Kelvin, Lui Fai Hong
Review
Comparison
Nominal/
Categorical
Rank-order
Equal-Interval
No
Calculation
Psychology 2010, Introduction to Statistics
Lecture 3:
Instructor
Teaching Assistant
Liqiang Huang
Kelvin, Lui Fai Hong
Review
Two important description of a distribution
Central Tendency
Variability
Psychology 2010, Introduction to Statistics
Lecture 4:
Instructor
Teaching Assistant
Liqiang Huang
Kelvin, Lui Fai Hong
Review
Linking distribution and probability
In the distribution below, the total
Psychology 2010, Introduction to Statistics
Lecture 5:
Instructor
Teaching Assistant
Liqiang Huang
Kelvin, Lui Fai Hong
Review
Core logic of hypothesis testing
How will the scores be distributed if an
Psychology 2010, Introduction to Statistics
Lecture 6:
Instructor
Teaching Assistant
Liqiang Huang
Kelvin, Lui Fai Hong
Review
A single observation might not be
statistically significant (red arrow) ,
Psychology 2010, Introduction to Statistics
Lecture 7:
Instructor
Teaching Assistant
Liqiang Huang
Kelvin, Lui Fai Hong
Review
Population 1
Population 2
In sum, the definition of effect size is:
=
1
Psychology 2010, Introduction to Statistics
Lecture 8:
Instructor
Teaching Assistant
Liqiang Huang
Kelvin, Lui Fai Hong
Review
Review
There is an important difference between
Population variance and B
FAQs in Option Pricing Theory
Peter Carr
Courant Institute, New York University
251 Mercer Street
New York, NY 10012
(212) 260-3765
[email protected]
Initial version: June 1999
Current version: July 2,