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 mean, median and mode and mark them on the histogram
4),
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 are
not comparing means of 2 or more groups,
but are try
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 (usually described as a straight
line) and use it to mak
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 class
Review the Terminologies in the First Lecture
Tuto
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 sum divided by number of scores
M: Mean
: Summation
X
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 distribution
Characteristics of Normal Distribution
It is
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, statistical tables and also the calculator.
For assignment 2,
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 based on our sample
The sampling distributions of z and t
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 have learnt
Note:You can also have your own way to dif
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 dt + S dX. Simulate the
movement of the share price, cur
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, Dan
Stefanica
ii.
Stochastic Calculus for Financi
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 arbitrage opportunities, the total value of the shares in
th
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 rewrite the payoff as
(S) = max(E S, 0) EH(E S) + S.
We c
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
variation between the means of the
samples should be sy
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?
Paired t-test: In general, are red dots
on the right of
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 a special program to
decrease reaction time (i.e., to i
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 Rice
eggplant Pork
Fish
Shrimp Tomato Apple
US 5
4
1
1
6
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
graduate training. In particular he wishes to discover
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.
Salary(10k$)
5
9
5
10
6
7
6
8
Calculate the correlation
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 important in Psychology?
How to study statistics
Data and dat
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
(Arithmetic)
No
Yes
Yes
No
Yes
Review
Tom
17
Mike
18
An
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
Median Mean Mode
Variance
Standard deviation
Review
Raw
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 number of
possible outcomes is N=10.
Basically, probab
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 idea
is not right (Comparison Distribution).
Something
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) , but
more samples could make the test
significant (gree
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 2
Review
The distribution
of means
The distribution
of
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 Best estimation
of Population Variance from the sample
P
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, 2002
File reference: faq2.tex
Abstract
We consider sev