Prove that Cov[dW Q 1 , dW Q 2 ] = dt still holds.
Question:
Prove that Cov[dWQ1, dWQ2] = ρdt still holds.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Answer rating: 87% (8 reviews)
Use the definiti...View the full answer
Answered By
Anurag Agrawal
I am a highly enthusiastic person who likes to explain concepts in simplified language. Be it in my job role as a manager of 4 people or when I used to take classes for specially able kids at our university. I did this continuously for 3 years and my god, that was so fulfilling. Sometimes I've skipped my own classes just to teach these kids and help them get their fair share of opportunities, which they would have missed out on. This was the key driver for me during that time. But since I've joined my job I wasn't able to make time for my passion of teaching due to hectic schedules. But now I've made a commitment to teach for at least an hour a day.
I am highly proficient in school level math and science and reasonably good for college level. In addition to this I am especially interested in courses related to finance and economics. In quest to learn I recently gave the CFA level 1 in Dec 19, hopefully I'll clear it. Finger's crossed :)
4.80+
2+ Reviews
10+ Question Solved
Related Book For
Question Posted:
Students also viewed these Business questions
-
Show that E[x ] = 0 still holds.
-
Prove that in the NGARCH-model holds. hoo 1-a(1+y)-B
-
Prove that for any securities X and Y: E(X2)= (E(X))2+VAR( ) If rr,-1, then (X + Y) Ox + . If rxy--I, then (X + Y)-Ox-@y
-
What type of insurance policy insures against all risks of loss that are not specifically excluded by the policy? OA) Binder policy OB) Named peril policy OC) Specified peril policy OD) Open peril...
-
Lee Consulting Corporation is considering raising capital for a planned business expansion to a new market. Lee believes the company will need $500,000 and plans to raise the capital by issuing 6...
-
What are some of the important tax-related issues the boards of the acquirer and target companies may need to address prior to entering negotiations? How might the resolution of these issues affect...
-
Assume that a RB Tire Store completed the following perpetual inventory transactions for a line of tires. Requirements 1. Compute cost of goods sold and gross profit under FIFO. 2. Compute cost of...
-
Calculate the annual cash dividends required to be paid for each of the following preferred stock issues: Required: a. $3.75 cumulative preferred, no par value; 200,000 shares authorized, 161,522...
-
Describe a B2B product or service that you and your partners will launch as a new business venture. How will you segment your B2B market and what are the opportunities for your chosen segment(s)?
-
E3.6 Find Vo in Fig. E3.6 using nodal analysis.
-
Round the following numbers to three significant digits: (a) 123456789. (b) 46.45.
-
Find the pressure P of a gas obeying the ideal gas equation PV = nRT, if the volume V is 0.200 m 3 , the temperature T is 298.15 K, and the amount of gas n is 1.000 mol. Take the smallest and largest...
-
Are the reforms undertaken by the SEC (see http https:// ww.sec.gov.spotlight/sec -postmadoffreforms.htm) tough enough, and sufficiently encompassing?
-
1. What is the decision facing Oracle? 2. What factors are important in understanding this decision situation? 3. What are the possible alternatives? Fully describe at least two. 4. Pretend you are...
-
Strand Corp has the following information: Beginning Inventory- 2,000 units @ $20/unit Purchased- 3,000 units @ $25/unit Purchased- 1,500 units @ $30/unit Sold- 4,400 units for $50/each REQUIRED: for...
-
6. Consider the initial value problem dr dt x(0) = 2x, TER = 0. (a) Check if this initial value problem satisfies the conditions in the Existence and Uniqueness Theorem. (b) Discuss the existence and...
-
Chemical Process Industries: Unit Operations Supply the table below with the missing information: 30 pts. 1. Unit Operation 2. Heat Transfer 3. Evaporation Humidification 4. 5. Gas Absorption 6. 7....
-
Hydro Systems has 10-year bonds outstanding with a coupon rate of 4.0 percent. Interest is paid annually. The face amount of each bond is $1,000. What is the company's pretax cost of debit if the...
-
List a number of types of files that you would expect to be accessed sequentially. Do the same for files that you would expect would require random access.
-
Write electron configurations for the following ions, and determine which have noble-gas configurations: (a) Cd2+ (b) p3- (c) Zr4+ (d) Ru3+ (e) As3- (f) Ag+
-
Why does the fact that SEM is a covariance technique reinforce its role as an explanatory tool?
-
In a study involving responses of 175 young adult consumers social networking habits, the marketing researcher proposes that two constructs, credibility of social network posts, and centrality of...
-
Describe the relationship between S and with respect to SEM fit.
-
1. Communication and the concept of "communicative intelligence" are introduced in ELM #1 as "the lifeblood of [an] organization." This means that effective professional communication is an essential...
-
a. Begin with a converging lens of focal length f. Place an illuminated object a distance p, in front of the lens. For all positive values of p;: 1. calculate and sketch a graph of the location of...
-
Sometimes I forget a few items when I leave the house in the morning. For example, here are probabilities that I forget various pieces of footwear: left sock 0.2 right sock 0.1 left shoe 0.1 right...
Study smarter with the SolutionInn App