For the following exercises, use technology to graph the region. Determine which method yon think would be easiest to use to calculate the volume generated when the function is rotated around the specified axis. Then, use your chosen method to find the volume. 155. [T] y = 3 x 3 − 2 , y = x and x = 2 rotated around the y -axis.
For the following exercises, use technology to graph the region. Determine which method yon think would be easiest to use to calculate the volume generated when the function is rotated around the specified axis. Then, use your chosen method to find the volume. 155. [T] y = 3 x 3 − 2 , y = x and x = 2 rotated around the y -axis.
For the following exercises, use technology to graph the region. Determine which method yon think would be easiest to use to calculate the volume generated when the function is rotated around the specified axis. Then, use your chosen method to find the volume.
155. [T]
y
=
3
x
3
−
2
,
y
=
x
and
x
=
2
rotated around the y-axis.
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).
-
• 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?
3 (Sharpe-ratio) Suppose that X1, X2,..., is a lognormal geometric random
walk with parameters (μ, o²). Specifically, suppose that X = Xo exp(rı +
...Tk), where Xo is a fixed constant and r1, T2, ... are IID N(μ, o²). Find
the Sharpe-ratios of rk and log(Xk) — log(Xo) respectively, assuming the
risk free return is 0.
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Area Between The Curve Problem No 1 - Applications Of Definite Integration - Diploma Maths II; Author: Ekeeda;https://www.youtube.com/watch?v=q3ZU0GnGaxA;License: Standard YouTube License, CC-BY