WEBASSIGN F/EPPS DISCRETE MATHEMATICS
5th Edition
ISBN: 9780357540244
Author: EPP
Publisher: CENGAGE L
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Chapter 1.2, Problem 11ES
To determine
(a)
To write:
The set
To determine
(b)
To write:
The set
To determine
(c)
To write:
The set
To determine
(d)
To write:
The set
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A random variable X takes values 0 and 1 with probabilities q and p, respectively, with q+p=1. find the moment generating function of X and show that all the moments about the origin equal p. (Note- Please include as much detailed solution/steps in the solution to understand, Thank you!)
1 (Expected Shortfall)
Suppose the price of an asset Pt follows a normal random walk, i.e., Pt =
Po+r₁ + ... + rt with r₁, r2,... being IID N(μ, o²).
Po+r1+.
⚫ Suppose the VaR of rt is VaRq(rt) at level q, find the VaR of the price
in T days, i.e., VaRq(Pt – Pt–T).
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• If ESq(rt) = A, find ES₁(Pt – Pt–T).
2 (Normal Distribution)
Let rt be a log return. Suppose that r₁, 2, ... are IID N(0.06, 0.47).
What is the distribution of rt (4) = rt + rt-1 + rt-2 + rt-3?
What is P(rt (4) < 2)?
What is the covariance between r2(2) = 1 + 12 and 13(2) = r² + 13?
• What is the conditional distribution of r₁(3) = rt + rt-1 + rt-2 given
rt-2 = 0.6?
Chapter 1 Solutions
WEBASSIGN F/EPPS DISCRETE MATHEMATICS
Ch. 1.1 - A universal statement asserts that a certain...Ch. 1.1 - A conditional statement asserts that if one...Ch. 1.1 - Given a property that may or may not be true, an...Ch. 1.1 - In each of 1—6, fill in the blanks using a...Ch. 1.1 - In each of 1—6, fill in the blanks using a...Ch. 1.1 - In each of 1—6, fill in the blanks using a...Ch. 1.1 - Given any real number, there is a number that is...Ch. 1.1 - The reciprocal of any postive real number is...Ch. 1.1 - Prob. 6ESCh. 1.1 - Rewrite the following statements less formally,...
Ch. 1.1 - For every object J, if J is a square then J has...Ch. 1.1 - For every equation E, if E is quadratic then E has...Ch. 1.1 - Every nonzero real number has a reciropal. All...Ch. 1.1 - Evaery positive number has a positive square root....Ch. 1.1 - There is a real number whose product with every...Ch. 1.1 - There is a real number whose product with ever...Ch. 1.2 - When the elements of a set are given using the...Ch. 1.2 - The symbol R denotes ____.Ch. 1.2 - The symbol Z denotes ______Ch. 1.2 - The symbol Q denotes__Ch. 1.2 - The notation {xP(x)} is read _______Ch. 1.2 - Prob. 6TYCh. 1.2 - Prob. 7TYCh. 1.2 - Given sets A,B, and C, the Cartesian production...Ch. 1.2 - A string of length n over a set S is an ordered...Ch. 1.2 - Prob. 1ESCh. 1.2 - Write in words how to read each of the following...Ch. 1.2 - Is 4={4}? How many elements are in the set...Ch. 1.2 - a. Is 2{2}? b. How many elements are in the set...Ch. 1.2 - Which of the following sets are equal?...Ch. 1.2 - For each integer n, let Tn={n,n2} . How many...Ch. 1.2 - Prob. 7ESCh. 1.2 - Prob. 8ESCh. 1.2 - Is3{1,2,3}? Is 1{1}? Is {2}{1,2}? Is...Ch. 1.2 - Is ((2)2,22)=(22,( 2)2)? Is (5,5)=(5,5)? Is...Ch. 1.2 - Prob. 11ESCh. 1.2 - Prob. 12ESCh. 1.2 - Prob. 13ESCh. 1.2 - Prob. 14ESCh. 1.2 - Let S={0,1} . List all the string of length 4 over...Ch. 1.2 - Let T={x,y} . List all the strings of length 5...Ch. 1.3 - Given sets A and B , relation from A to B is ____Ch. 1.3 - A function F from B is a relation from A to B that...Ch. 1.3 - If F is a function from A to B and x is an element...Ch. 1.3 - Let A={2,3,4} and B={6,8,10} and define a relation...Ch. 1.3 - Let C=D={3,2,1,1,2,3} and define a elation S from...Ch. 1.3 - Let E={1,2,3} and F={2,1,0} and define a relation...Ch. 1.3 - Let G=-2,0,2) and H=4,6,8) and define a relation V...Ch. 1.3 - Define a relations S from R to R as follows: For...Ch. 1.3 - Define a relation R from R to R as follows: For...Ch. 1.3 - Let A={4,5,6} and B={5,6,7} and define relations...Ch. 1.3 - Let A={2,4} and B={1,3,5} and define relations U,...Ch. 1.3 - Find all function from {01,} to {1} . Find two...Ch. 1.3 - Find tour relations from {a,b} to {x,y} that are...Ch. 1.3 - Let A={0,1,2} and let S be the set of all strings...Ch. 1.3 - Let A={x,y} and let S be the set all strings over...Ch. 1.3 - Let A={1,0,1} and B={t,u,v,w} . Define a function...Ch. 1.3 - Let C = (1,2,3,4) and D={a,b,c,d}. Define a...Ch. 1.3 - Let X=2,4,5) and Y=(1,2,4,6) . Which of the...Ch. 1.3 - Let f be the squaring function defined in Example...Ch. 1.3 - Let g be the successor function defined in Example...Ch. 1.3 - Let h be the constant function defined in Example...Ch. 1.3 - Define functions f and g from R to R by the...Ch. 1.3 - Define functions H and K from R to R by the...Ch. 1.4 - A graph consists of two finite sets: ______and...Ch. 1.4 - A loop in a graph is_____Ch. 1.4 - Two distinct edges in a graph are parallel if, and...Ch. 1.4 - Two vertices are called adjacent if, and only if,...Ch. 1.4 - An edge is incident on _______Ch. 1.4 - Two edges incident on the same endpoint...Ch. 1.4 - A vertex on which no edges are incident is________Ch. 1.4 - Prob. 8TYCh. 1.4 - Prob. 9TYCh. 1.4 - In 1 and 2, graphs are represented by drawings...Ch. 1.4 - In 1 and 2, graphs are represented by drawings....Ch. 1.4 - In 3 and 4, draw pictures of the specified graphs....Ch. 1.4 - Prob. 4ESCh. 1.4 - Prob. 5ESCh. 1.4 - In 5-7, show that the two drawings represent the...Ch. 1.4 - In 5-7, show that the two drawings represent the...Ch. 1.4 - For each of the graphs in 8 and 9: (i) Find all...Ch. 1.4 - For each of the graphs in 8 and 9: (i) Find all...Ch. 1.4 - Use the graph of Example 1.4.6 to determine...Ch. 1.4 - Find three other winning sequences of moves for...Ch. 1.4 - Another famous puzzle used as an example in the...Ch. 1.4 - Solve the vegetarians-and-cannibals puzzle for the...Ch. 1.4 - Two jugs A and B have capacities of 3 quarts and 5...Ch. 1.4 - Prob. 15ESCh. 1.4 - In this exercise a graph is used to help solve a...Ch. 1.4 - A deptnn1 war to ithechik final ezans that no...
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