Optimization methods in portfolio management and option hedging ∗ Huyˆn PHAM e Laboratoire de Probabilit´s et e Mod`les Al´atoires e e CNRS‚ UMR 7599 Universit´ Paris 7 e e-mail: pham@math.jussieu.fr and Institut Universitaire de France April 24‚ 2007 Abstract These lecture notes give an introduction to modern‚ continuous-time portfolio management and option hedging. We present the stochastic control method to portfolio optimization‚ which covers Merton’s pioneering work. The
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Tania Marais St Number: 56419821 [ASSIGNMENT 7: PORTFOLIO] INDEX pg 1. Introduction 2 2. My best discussion 3 2.1 Use of technology devices (Learning Unit 4) 3-8 2.2 Why this is my best discussion 8-9 3. My best assignment 10-21 3.1 Addressing barriers to learning (Learning Unit 3) 10-21 3.2 Why this is my best assignment 22 4. Philosophy of education 23 5. Reflection: 24 5.1 Part 1 24 5.1.1 Activity 1.3.1 (Learning Unit 1) 25 5.2 26 Part 2 5.2.1 Reflection
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VARIABLES ON STOCK PRICES IN NIGERIA: AN ECONOMETRIC ANALYSIS UCHE‚ GEORGE EWA 2011 IMPACT OF MACROECONOMIC VARIABLES ON STOCK PRICES IN NIGERIA: AN ECONOMETRIC ANALYSIS UCHE‚ GEORGE EWA 2007/147949 Being a research project submitted to the Department of Economics‚ in partial fulfillment of the requirements for the award of a Bachelor of Science Degree in Economics. AUGUST‚ 2011 i APPROVAL PAGE This research work on the topic‚ “IMPACT OF MACROECONOMIC VARIABLES ON STOCK PRICES IN NIGERIA:
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height = area ½ * 7y^3 *4y^2 5.3 66. (5x + 4)(x2 - 3x + 2) 5x^3-15x^2+10x 4x^2-12x+8 5x^3-11x^2-2x+8 82. Rectangular Garden A rectangular garden has a perimeter of 500 feet. (a) If one side of the garden has length x‚ then write a polynomial expression that gives its area. Multiply this expression completely. (b) Evaluate the expression for x = 50 and interpret your answer. 5.4 74. Find a polynomial that represents the following. (a) The
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Sydney’s Harbour Café Part 1. Review programs‚ systems and processes Sydney’s Harbour Café is a medium-sized Café business operating in NSW‚ Australia. There are about 5 branches distributed in Sydney city‚ each one is a medium-size café in a good location. Although it is only a small business‚ however its administration is highly organised. Task 1 1- Write a list of the key systems and processes used within the organisation‚ or within one business unit of the organisation. Sydney’s
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group of investors (Arundel group) is looking into the idea of purchasing the sequel rights associated with films produced by one or more major movie studios. Movie rights are to be purchased prior to films being made. Arundel wants to come up with a decision to either purchase all the sequel rights for a studio’s entire production during a specified period of time or purchase a specified number of major films. Arundel’s profitability is dependent upon the price it pays for a portfolio of sequel
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American Finance Association Portfolio Selection Author(s): Harry Markowitz Source: The Journal of Finance‚ Vol. 7‚ No. 1 (Mar.‚ 1952)‚ pp. 77-91 Published by: Blackwell Publishing for the American Finance Association Stable URL: http://www.jstor.org/stable/2975974 . Accessed: 23/06/2011 20:52 Your use of the JSTOR archive indicates your acceptance of JSTOR’s Terms and Conditions of Use‚ available at . http://www.jstor.org/page/info/about/policies/terms.jsp. JSTOR’s Terms and Conditions of Use
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Workbook 2 (Valuation of Bonds and Shares) 1. Verbrugge Company has a level-coupon bond outstanding that pays coupon interest of $120 per year and has 10 years to maturity. The face value of the bond is $1‚000. If the yield for similar bonds is currently 14%‚ what is the bond ’s current market value? [Ans: $ 895.68] 2. For the Verbrugge Company bond described in Problem 1‚ find the bond ’s value if the yield for similar bonds decreases to 12%. [Ans: $ 1‚000] 3. For the Verbrugge Company
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Time:Q.1: Some equations are solved on the basis of certain system. On the same basis find out the correct answer for the unsolved equation. If : 24 + 15 = 93 and 17+ 32 = 94 then 41 + 34 = ? 1. Q-1: 75 b) 57 c) 189 d) 199 24 + 15 = 93 2. 75 b) 57 17+ 32 = 94 c) 189 41 + 34= ? d) 199 Q.2: Select the missing number from the given represents: Page 250 of 280 6 * 3 = 13 5 * 20 = 96 11 * 7 = 67 19 * 11 = ? 1. 207 b) 194 c) 191 d) 209 Q.2: 6 * 3 = 13 5
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Statistics Problems 1) Ask 10 people (try to get 5 males and 5 females) the following questions A) Their ages B) How many vitamins they take daily C) How many carbonated sodas they drink each day D) How many alcoholic beverages they drink per month E) Write your own question. Ask your participants if they agree with something or if they do something. For example‚ you may want to ask them if they eat popcorn when they go to the movies or if they support a political issue. It must be a yes/no
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