30E00400 - Simulation D, Lecture, 5.9.2022-20.10.2022
This course space end date is set to 20.10.2022 Search Courses: 30E00400
Topic outline
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Homework Assignment 1
Due by Friday 16.9.2022,10:00 am. Solutions will be discussed in the exercise session starting 10:15
You need to complete Quizzes 1 and 2 as well previously Pretest and Background questionnaire to be able to download the homework.
A typo was corrected in Question 2 d). Also some additional explanations were added.
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Homework Assignment 2
Simulations with discrete distributions and some calculations for probability density functions.
Question 1. e) Bonus: There is actually also an analytical way to find the probability distribution for the price change in 30 days. Show it.
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Homework 3 Assignment
You need to pass quizzes 3 and 4 before downloading this.
(26.9.2022) There was a typo in question 1, it was incorrectly mentioned that the distribution would be uniform. The text has now been corrected to
1. The probability density function (pdf) of an investment that generates a random monetary return (or a loss) X, on the interval [-1,3] is shown in red on the graph as f(x).
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Homework 4 AssignmentComposition and Acceptance/Rejection method
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Homework 5 Part A Assignment
A few extra questions (part B) will be added in the beginning of the last lecture week.
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Homework 5, part B Assignment
Homework 5B / due Tuesday October 18, 2022, 11:00 am
This assignment serves as a partial preparation for the exam, but the points will also be added to your homework score as a bonus (40 p).
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