Q2. Hedging Problem Solution: a. Returns matrix of basis assets is The payoff the digital put option is Price of return S = 1‚ and Therefore‚ Since The hedge which minimizes the expected squared hedging error is By Matlab code: =[1.3*sqrt(0.3)‚1.05*sqrt(0.3);1.1*sqrt(0.5)‚1.05*sqrt(0.5);0.8*sqrt(0.2)‚1.05*sqrt(0.2)] =[0;0;sqrt(0.2)] =inv(’*)*’* We get: x = -2.0000 2.2857 Therefore‚ we should short
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ESE/CSE 346 Computer Networks‚ Spring 2013‚ Prof. T.G.Robertazzi Project TA: Kai Wang (kaiwang.sunysb@gmail.com) Project #1: Switching Element Problem To be submitted: Wednesday‚ March 5‚ 2013 Project Description In this project you will write a program to produce a discrete event simulation of a switching element with 10 inputs and 3 outputs as shown in Fig. 1. Time is slotted on all inputs and outputs. Each input packet follows a Bernoulli process. In a given slot the independent probability that
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IMM INFORMATICS AND MATHEMATICAL MODELLING Technical University of Denmark DK-2800 Kgs. Lyngby – Denmark DACE A M ATLAB Kriging Toolbox Version 2.0‚ August 1‚ 2002 Søren N. Lophaven Hans Bruun Nielsen Jacob Søndergaard 46 44 42 40 38 36 34 100 80 100 60 80 60 40 40 20 20 0 0 Technical Report IMM-TR-2002-12 Please direct communication to Hans Bruun Nielsen (hbn@imm.dtu.dk) Contents 1. Introduction 1 2. Modelling and Prediction 1 2
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Magnetic Levitation Train Final Report By: Dusty Funk & Kyle Getsla Project Advisor: Dr. Anakwa Date: May 12‚ 2006 Bradley University Department of Electrical and Computer Engineering 1 Abstract The objective of this project is to create a laboratory scale magnetic levitating train model using Inductrack technology developed by Dr. Richard Post from Lawrence Livermore National Labs‚ Previous work by Paul Friend is discussed as well as the physics associated with Inductrack. The
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K.‚ Lowe‚ A.E. and Stachurski‚ Z.H. (2001) ‘Application of nano-indentation‚ nano-scratch and single fiber tests in investigation of interphases in composite materials’‚ Micron 32‚ 765-775. McCarthy‚ C.T. and Vaughan‚ T.J. (2011) ‘COMM Toolbox: A Matlab toolbox for micromechanical analysis of composite materials’‚ Journal of Composite Materials‚ 1-15. Hardiman‚ M.‚ Vaughan‚ T.J. and McCarthy‚ C.T. (2012) ‘The effect of fibre constraint in the nanoindentation of fibrous composite microstructures:
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Bishop’s Centenary College (St. Cecilia’s) Wednesday 3rd October‚ 2012 Electronic Document Preparation and Management Project 1- Ms Douglas Form- 4B1 Topic: Build a Computer Network Table of Contents Build a computer Network ……………………………………………………….. 1 What is a computer…….……………………………………………………………. 2 (b) What are the main types of computers used in a Network? … 2 What is a Network…………………………….…………………………………… 3 What hardware and software is found in a computer network………..
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pollution free and has more fuels efficiency. Flyback converter plays important role in hybrid electric vehicles because it is an isolated DC-DC boost converter. In the proposed work simulation of flyback converter has been done in the SIMULINK tool of MATLAB and voltage and current waveforms are obtained .The results of simulations matches the theoretical calculations and which led to the development of hardware model of Flyback converter. Keywords-Hybrid Electric Vehicles‚ Flyback Converter‚ buck-boost
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fuzzy logic controller and traditional PI controllers are presented. The results validate the robustness and effectiveness of the proposed fuzzy logic controller for high performance of induction motor drive. Simulink software that comes along with MATLAB was used to simulate the proposed model. I. INTRODUCTION Simulink induction machine models are available in the literature [1-2]‚ but they appear to be black boxes with no internal details. Some of them in [1-2] recommend using S functions
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Chapter II REVIEW OF RELATED LITERATURE AND STUDIES This chapter views the relationship of the current project study in connection to the previous related researchers and literatures. Understanding the associated studies both foreign and local‚ and the concept of other components related to the current project study will clearly show where the proponents got their concepts and ideas. It clearly establishes the empirical and theoretical relevance of each to the present project study. Related
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96. Operations Management 10e William J. Stevenson Solutions manual 96. Operations Management 10e William J. Stevenson Solutions manual Source: http://newsgroups.derkeiler.com/Archive/Sci/sci.engr/2009−05/msg00015.html • From: "solutionsservice@xxxxxxxxxxx" • Date: Mon‚ 25 May 2009 09:43:56 −0700 (PDT) solutions manual and Test Bank contact with ‚ solutionsservice (at) hotmail.com (my email address‚solutionsservice@xxxxxxxxxxx )‚ these are parts of our solutions‚ if the solution you
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