Problem assigned - Future expectation value of arbitrary function of S, E[phi(S(t))] where dS=sigma(S)dW. Asked to solve via PDE vs stochastic. Code in C++ or else to show the methods are equivalent for various different functional forms of sigma and phi.
How can you generate a Poisson distributed random variable?
Probability and Expected Value abount dices and coins
Basic probability questions and fraction questions
how many throws of a 6-sided dice do you expect to see each number at lease twice
Probability type of questions.
Do you know your Greeks?
1) how to code a moving quantile function efficiently
Calculate the integral of a given function. Calculate the integral using Monte Carlo method
Tell me about and how you used
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