Monte carlo Samenvattingen, Notities en Examens

Written (unfortunately, I'm sorry) summary of all relevant formula's and step by step calculations of the course Financial Risk Management. All relevant chapters are included (only Ito's lemma and Monte Carlo simulation are excluded)

Ik heb voor mijn boekenlijst, boeken uitgewerkt; het gaat om de volgende boeken: Mariken van Nieumeghen, de verlooren schildwacht, Sara Burgerhart, het behouden huis, het gouden ei, het huis van de Moskee, Allemaal willen we de hemel, Monte Carlo, het diner en zuurstofschuld. De eerste drie boeken komen ook uit andere tijden, grote kans dat je er uitspringt vergeleken je klasgenoten!

When evaluating a new project, the firm should consider all of the following factors except: a. Changes in working capital attributable to the project. b. Previous expenditures associated with a market test to determine the feasibility of the project, if the expenditures have been expensed for tax purposes. c. The current market value of any equipment to be replaced. d. The resulting difference in depreciation expense if the project involves replacement. e. All of the above should be cons...

Introduction Work with “fat” data set and apply 7 linear regression models to the data set. For each model, find out the testing error. Since the data set is small, apply Monte Carlo Cross Validation to all the models and find out the average Testing error for each model after 100 loops. Exploratory Data Analysis The “fat” data set has 252 observations and 18 variables. The first column “brozek” is the dependent variable representing the percentage of body fat. The rest 17 vari...

TEST BANK for Options, Futures, and Other Derivatives, Global Edition 11th Edition. by John C. Hull. ISBN 0623. Complete Chapters 1-26. TEST BANK for Derivatives Markets 3rd Edition by Robert L. McDonald. ISBN 8786. All Chapters 1-27. Chapter 1 Introduction to Derivatives1.1 Multiple Chapter 2 An Introduction to Forwards an d Options. Chapter 3 Insurance, Collars, and Other Strategies Chapter 4 Introduction to Risk Management4.1 Chapter 5 Financial Forwards and Futures Chapter 6 Commodity Forwar...

An asset-pricing model that attempts to explain how investors should behave is a(n): - ANSWER-normative model. Normative models attempt to explain how investors should behave. Positive models attempt to explain how investors do behave. Theoretical models use assumptions and logic, while empirical models are based on historically observed behavior. Henry Thompson examines a sample of returns for a private equity fund and finds that the sample excess kurtosis equals 3. Regarding the private ...

HW2 Introduction Work with “fat” data set and apply 7 linear regression models to the data set. For each model, find out the testing error. Since the data set is small, apply Monte Carlo Cross Validation to all the models and find out the average Testing error for each model after 100 loops. Exploratory Data Analysis The “fat” data set has 252 observations and 18 variables. The first column “brozek” is the dependent variable representing the percentage of body fat. The rest 17...

CIMA Cert Exam Study Guide the average squared difference between the mean and each item in the population or sample - variance measure of dispersion expressed as the square root of the variance; measure of volatility and the dispersion from an average; used in CAL, Sharpe, M2 and IR - standard deviation describes asymmetry of data points from a normal distribution - skewness measures the peakedness of probability distribution or normal distribution curve -positive - more slender,...

strategic risk - ANSWER-uncertainties associated with the organizations long term goals and management decisions operational risk - ANSWER-uncertainties associated with the organizations procedures, systems, and policies predictive modeling definition - ANSWER-vastly more and better data coupled with newer sophisticated software tools that analyze and predict outcomes IoA definiton - ANSWER-the network of smart devices that sense the environment and process ands share data covariance...

Why are Monte Carlo simulations used in program schedule analysis? 10.2 - Answer- To find the cumulative effect of multiple risks on total project schedule duration or total project cost A shortage of steel has caused a delay in one of the tasks until the material is available. The original plan estimated the material to be available in 6 weeks, but the shortage continues. What would be an appropriate step in tracking and managing this issue? 15.3 - Answer- Adjust the corrective action plan a...