Cuhk math 4210 questions pdf Link of Facebook; Link of Instagram; MATH jobEX; 1st-Year Math Honours Scheme; Overseas Course Exemption Questions or Concerns; Mathematics Garden; Undergraduates Login; Tutors Login; Scholarships. Subject Description Learning Approach: Lecture 39 hours Tutorial 12 hours Total 51 hours Assessment: Assignments 10% Midterm Mar 29, 2023 · MATH4210: Financial Mathematics Tutorial 9 Jiazhi Kang The Chinese University of Hong Kong jzkang@math. There are also some related courses at CUHK, e. internal rate of return) if the rate is continuously compound? WONG, Wing Hong (CUHK) MATH 4210 Tutorial 1 16 September, 202012/13 question (b) in a continuous compound case. Link of Facebook; Link of Instagram; MATH jobEX; 1st-Year Math Honours Scheme; Overseas Course Exemption MATH4210: Financial Mathematics Tutorial 3 WONG, Wing Hong The Chinese University of Hong Kong whwong@math. The bond price is $2100. Black-Scholes Model Stochastic Integral: motivation Dynamic trading: let t k:= k t, risky asset price (S t k) k 0, interest rate r 0. hk 9 November, 2022 Jiazhi Kang (CUHK) MATH 4210 Tutorial 8 9 November, 20221/5 MATH4210: Financial Mathematics Tutorial 2 YANG, Fan The Chinese University of Hong Kong fyang@math. Link of Facebook; Link of Instagram; MATH jobEX; 1st-Year Math Honours Scheme; Overseas Course Exemption MATH4210: Financial Mathematics Tutorial 9 YANG, Fan The Chinese University of Hong Kong fyang@math. Home; About Us. IMPORTANT DATE: Midterm 1 at Feb 2 (M), Midterm 2 at March 16(M) Please hand in the assignment in the assignment box opposite to Rm 222 LSB. The reason is that the continuous compound mode is derived as a limit of discrete compound: lim n→∞ (1 + r n)nt = ert YI SHEN (CUHK) MATH 4210 Tutorial 2 17 September, 202417/20 MATH4210: Financial Mathematics Tutorial 5 The Chinese University of Hong Kong fyang@math. Apply. (Hint: Use the above replication strategy for the option g (S T)=S2 T. Search Course Name . hk 30 September, 2020 WONG, Wing Hong (CUHK) MATH 4210 Tutorial 3 30 September, 20201/19 Questions or Concerns; Mathematics Garden; Undergraduates Login; Tutors Login; Scholarships. Course Code Course Name ; MATH1010 : University Mathematics Assessment Policy. Course Code Course Name ; MATH1010 : University Mathematics MATH4210: Financial Mathematics Tutorial 4 Jiazhi Kang The Chinese University of Hong Kong jzkang@math. hk 06 October, 2021 (CUHK Mathematics) MATH 4210 Tutorial 3 06 October, 20211/7 MATH4210: Financial Mathematics Tutorial 9 Jiazhi Kang The Chinese University of Hong Kong jzkang@math. What is the yield (i. Message from the Chair; News; Newsletter; Life in CU Math. Yi Shen (CUHK) MATH 4210 Tutorial 10 20 November, 2024 2/7 &I suppose EtE20. cuhk. g. no arbitrage opportunity. Course Code Course Name ; MMAT5000 : Analysis I Search Course Name . question (b) in a continuous compound case. Jiazhi Kang (CUHK) MATH 4210 Tutorial 10 23 November, 20222/7 Questions or Concerns; Mathematics Garden; Undergraduates Login; Tutors Login; Scholarships. ESTR3509 (Investment Science), SEEM3590 (Investment Science), RMSC4005 (Stochastic calculus for nance and risk), FINA4150 (Quantitative Methods for Financial Derivatives), MATH 4210 - Financial Mathematics MATH4210: Financial Mathematics Tutorial 5 WONG, Wing Hong The Chinese University of Hong Kong whwong@math. It will start from week 1 that the pdf's of course notes etc will be uploaded sequentially, accessed by codes. hk 21 October, 2020 WONG, Wing Hong (CUHK) MATH 4210 Tutorial 6 21 October, 20201/23 MATH4210: Financial Mathematics Tutorial 3 WONG, Wing Hong The Chinese University of Hong Kong whwong@math. Last updated: May 06, 2024 18:32:12. The stock price goes up and down by u = 1 . Each year, the Yi Shen (CUHK) MATH 4210 Tutorial 3 25 September, 202415/17. T] satisfy PElt. Binomial Tree Models Question Given the current price of the underlying stock, S(0) = 20. hk 16 November, 2022 Jiazhi Kang (CUHK) MATH 4210 Tutorial 9 16 November, 2022 1 / 8 Continuous Market Models NoticeThis is a course in mathematics rather than a course in nance. Course Code Course Name ; MATH3070 : Introduction to Topology Search Course Name . List of Scholarship Recipients; Donation; Donation for Professor Ka-Sing Lau Scholarship for Mathematics; Forms & Procedures; Mathematics Society. Course Code Course Name ; MATH1010 : University Mathematics. Link of Facebook; Link of Instagram; MATH jobEX; 1st-Year Math Honours Scheme; Overseas Course Exemption MATH 4210 - Financial Mathematics. hk 28 September, 2022 Jiazhi Kang (CUHK) MATH 4210 Tutorial 3 28 September, 20221/15 MATH4210: Financial Mathematics Tutorial 5 Jiazhi Kang The Chinese University of Hong Kong jzkang@math. WONG, Wing Hong (CUHK) MATH 4210 Tutorial 2 23 September, 202012/20 Search Course Name . hk 30 September, 2020 WONG, Wing Hong (CUHK) MATH 4210 Tutorial 3 30 September, 20201/19 MATH4210: Financial Mathematics Tutorial 3 Jiazhi Kang The Chinese University of Hong Kong jzkang@math. MATH 4210 - Financial Mathematics. Question a) Find the value of a 10-year zero-coupon bond of face value $100 if the (CUHK Mathematics) MATH 4210 Tutorial 1 15 September, 20218/13. MATH4210: Financial Mathematics Tutorial 3 WONG, Wing Hong The Chinese University of Hong AI Chat with PDF Mar 29, 2023 · Jiazhi Kang (CUHK) MATH 4210 Tutorial 2 21 September, 2022 6 / 8 Binomial Tree Models Question Given the current price of the underlying stock, S (0) = 20 . hk 24 November, 2021 YANG, Fan (CUHK) MATH 4210 Tutorial 9 24 November, 20211/11 Questions or Concerns; Mathematics Garden; Undergraduates Login; Tutors Login; Scholarships. Jiazhi Kang (CUHK) MATH 4210 Tutorial 7 26 October, 20222/4 Questions or Concerns; Mathematics Garden; Undergraduates Login; Tutors Login; Scholarships. (B t) t≥0 is a standard Brownian motion. Link of Facebook; Link of Instagram; MATH jobEX; 1st-Year Math Honours Scheme; Overseas Course Exemption Question Show that the European put options with strike price K and maturity at time T satisfiesP E(t,K) > Ke−r(T−t) −S(t) for all t < T, where S(t) is the stock price, r is the continuous compounded interest rate. K) < KeriTt S(t) = long I put option Question Show that the European put options with strike price K and maturity at time T satisfies PE (t, K ) > Ker (T t) S(t) for all t < T ,whereS(t) is the stock price, r is the continuous compounded interest rate. pdf from MATH 4210 at The Chinese University of Hong Kong. hk 14 October, 2020 WONG, Wing Hong (CUHK) MATH 4210 Tutorial 5 14 October, 20201/25 MATH4210: Financial Mathematics Tutorial 4 Yi Shen The Chinese University of Hong Kong yishen@math. b) Find the face value of a 10-year zero-coupon bond if it is issued for $100 and the continuous compound interest rate is 3%. 02 P du = 3 . hk 20 Feb, 2024 Jiazhi Kang (CUHK) MATH 4210 Tutorial 5 20 Feb, 2024 1/6 Question Consider a 2-year $2000 bond, that has coupons every 1=2 year in the amount of $50, for a total of four times until 2 years at which time you receive $2050. Compute E hZ t 0 B sds i and Var hZ t 0 B sds i: Question 2 We consider a continuous time Question Why we need to assume S(t) 0 during our proof? Answer The value of some derivatives can beNEGATIVEin reality. The stock Questions or Concerns; Mathematics Garden; Undergraduates Login; Tutors Login; Scholarships. hk 9 October, 2024 Yi Shen (CUHK) MATH 4210 Tutorial 5 9October,2024 1/6 Search Course Name . Jiazhi Kang (CUHK) MATH 4210 Tutorial 11 30 November, 20223/8 Search Course Name . Present Value MATH4210: Financial Mathematics Tutorial 8 Jiazhi Kang The Chinese University of Hong Kong jzkang@math. Let f(t;x) := txfor all (t;x) 2R + R, apply It^o’s formula on f(t;B t) to prove that tB t= Z t 0 sdB s+ Z t 0 B sds: 2. ) Jiazhi Kang (CUHK) MATH 4210 Tutorial 9 16 November, 2022 8/8 57 5 tf i Stdst ofSe YANG, Fan (CUHK) MATH 4210 Tutorial 6 03 November, 20212/21. hk 29 September, 2021 YANG, Fan (CUHK) MATH 4210 Tutorial 2 29 September, 20211/19 MATH4210: Financial Mathematics Tutorial 6 WONG, Wing Hong The Chinese University of Hong Kong whwong@math. hk 27 October, 2021 (CUHK Mathematics) MATH 4210 Tutorial 1 27 October, 20211/8 Mar 29, 2023 · The reason is that the continuous compound mode is derived as a limit of discrete compound: lim n →∞ (1 + r n ) nt = e rt Jiazhi Kang (CUHK) MATH 4210 Tutorial 2 21 September, 2022 15 / 18 Binomial Tree Models Answer (c) P P d P dd = 11 . Link of Facebook; Link of Instagram; MATH jobEX; 1st-Year Math Honours Scheme; Overseas Course Exemption Mar 29, 2023 · MATH4210: Financial Mathematics Tutorial 2 Jiazhi Kang The Chinese University of Hong Kong jzkang@math. hk 10 November, 2021 YANG, Fan (CUHK) MATH 4210 Tutorial 7 10 November, 20211/17 Questions or Concerns; Mathematics Garden; Undergraduates Login; Tutors Login; Scholarships. WONG, Wing Hong (CUHK) MATH 4210 Tutorial 2 23 September, 202012/20 MATH4210: Financial Mathematics Tutorial 5 The Chinese University of Hong Kong fyang@math. Deduce from above result that Z t 0 B sds= Z t 0 (t s) dB s: 3. edu. It becomes inconclusive in this case. 92 P u P ud = 3 . 67 ,respectively. MATH4210: Financial Mathematics Tutorial 4 Jiazhi Kang The Chinese University of Hong Kong jzkang@math. Link of Facebook; Link of Instagram; MATH jobEX; 1st-Year Math Honours Scheme; Overseas Course Exemption MATH4210: Financial Mathematics Tutorial 5 Yi Shen The Chinese University of Hong Kong yishen@math. Course Code Course Name ; MATH1010 : University Mathematics Search Course Name . Course Code Course Name ; MATH1010 : University Mathematics Question a) Find the value of a 10-year zero-coupon bond of face value $100 if the the annual simple interest rate is 2%. Link of Facebook; Link of Instagram; MATH jobEX; 1st-Year Math Honours Scheme; Overseas Course Exemption Search Course Name . e. Link of Facebook; Link of Instagram; MATH jobEX; 1st-Year Math Honours Scheme; Overseas Course Exemption Question (d) (ii) From the above, one obtains that 2 Z T 0 S2 t dt = S 2 T S 2 0 Z T 0 2S t dS t. Course Code Course Name ; MATH1010 : University Mathematics Questions or Concerns; Mathematics Garden; Undergraduates Login; Tutors Login; Scholarships. 2 and d = 0 . Photo Album Question Show that the European put options with strike price K and maturity at time T satisfies PE (t,K) > Ker(Tt) S(t) for all t < T,whereS(t) is the stock price, r is the continuous compounded interest rate. Jiazhi Kang (CUHK) MATH 4210 Tutorial 10 2April,2024 3/8 Questions or Concerns; Mathematics Garden; Undergraduates Login; Tutors Login; Scholarships. And you will notice that the solution are ”almost” the same between these two cases. hk 21 September, 2022 Jiazhi Kang (CUHK) MATH 4210 Tutorial 2 21 September, 2022 1 / 18 Binomial Tree Models Consider the following problem. hk 26 March, 2024 Jiazhi Kang (CUHK) MATH 4210 Tutorial 9 26 March, 2024 1/8 Question Given the current price of the underlying stock, S(0) = 10. The reason is that the continuous compound mode is derived as a limit of discrete compound: lim n→∞ (1 + r n)nt = ert YI SHEN (CUHK) MATH 4210 Tutorial 2 17 September, 202417/20 Question Why we need to assume S(t) 0 during our proof? Answer The value of some derivatives can beNEGATIVEin reality. hk 10 November, 2021 YANG, Fan (CUHK) MATH 4210 Tutorial 7 10 November, 20211/17 Search Course Name . Brownian Motion Question a) Find the value of a 10-year zero-coupon bond of face value $100 if the the annual simple interest rate is 2%. hk 6 February, 2024 Jiazhi Kang (CUHK) MATH 4210 Tutorial 4 6February,2024 1/7 Questions or Concerns; Mathematics Garden; Undergraduates Login; Tutors Login; Scholarships. Yi Shen (CUHK) MATH 4210 Tutorial 11 27 November, 2024 3/8 It 100 Q1(a) To 10 Yn = xo(1+ nr) tO MATH 4210 - Financial Mathematics. 92 P uu = 0 Jiazhi Kang (CUHK) MATH 4210 Tutorial 2 21 September, 2022 Feb 15, 2021 · View MATH4210_Tut3_2020_v2. hk 27 October, 2021 (CUHK Mathematics) MATH 4210 Tutorial 1 27 October, 20211/8 MATH4210: Financial Mathematics Tutorial 3 The Chinese University of Hong Kong fyang@math. Jiazhi Kang (CUHK) MATH 4210 Tutorial 11 9April,2024 4/9 Math 4210 Assignment 3 Due time: November 28th, 2024, 23:59 Question 1 1. If the price has possibility to go downwards to negative in nity, there is always risks, i. Course Code Course Name ; MATH1010 : University Mathematics MATH4210: Financial Mathematics Tutorial 7 YANG, Fan The Chinese University of Hong Kong fyang@math. Course Code Course Name ; MATH1010 : University Mathematics Stochastic Integration Question For fixedT > 0, prove that Z T 0 B tdBt = 1 2 B2 T − 1 2 T from sketch. Deduce the replication cost and replication strategy of the derivative option R T 0 S 2 t dt. hk 1 October, 2024 Yi Shen (CUHK) MATH 4210 Tutorial 4 1October,2024 1/7 Access study documents, get answers to your study questions, and connect with real tutors for MATH 4210 : 4210 at CUHK. wcfnjfy ryn jbrq wjeh vrrwqs iwewq gvjyv qvre ovb fjtnzyf