1. Looking on how to approach this problem (specifically for the vector Y) 2. RWapprox(a,mu,sigma,t.n.yrange) that...
Fantastic news! We've Found the answer you've been seeking!
Question:
Transcribed Image Text:
1. Looking on how to approach this problem (specifically for the vector Y) 2. RWapprox(a,mu,sigma,t.n.yrange) that does the following: 3. • Generate a vector T oft values to,.... tn with tj = (j/n) xt; 4.. Generate a vector Y of y values yo..... yn with yo = a and yj+1 is randomly either yj + ovh with probability 1/2* (1 + (u/o) *h) or yj - ovh with probability 1/2* (1-(u/o) *Wh) where h is the time step, t/n (and u is mu and o is sigma); 5.. Plot the points (to, y0), .... (tn, yn) joined by lines on axes where the horizontal axis goes from 0 to t; and the vertical axis goes from -yrange to +yrange. 6. Display a sample output of RWapprox(0,0,1,10,10,5) RWapprox(0,0,1,10,100,5), RWapprox(0,0,1,10,1000,5) and RWapprox(0,0,1,10,1000000,5) 1. Looking on how to approach this problem (specifically for the vector Y) 2. RWapprox(a,mu,sigma,t.n.yrange) that does the following: 3. • Generate a vector T oft values to,.... tn with tj = (j/n) xt; 4.. Generate a vector Y of y values yo..... yn with yo = a and yj+1 is randomly either yj + ovh with probability 1/2* (1 + (u/o) *h) or yj - ovh with probability 1/2* (1-(u/o) *Wh) where h is the time step, t/n (and u is mu and o is sigma); 5.. Plot the points (to, y0), .... (tn, yn) joined by lines on axes where the horizontal axis goes from 0 to t; and the vertical axis goes from -yrange to +yrange. 6. Display a sample output of RWapprox(0,0,1,10,10,5) RWapprox(0,0,1,10,100,5), RWapprox(0,0,1,10,1000,5) and RWapprox(0,0,1,10,1000000,5)
Expert Answer:
Answer rating: 100% (QA)
Solution Here is a Python code for the function RWapprox Python def RWapproxa mu sigma t n yrange Generate a vector of random walk approximations Args ... View the full answer
Related Book For
Income Tax Fundamentals 2013
ISBN: 9781285586618
31st Edition
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
Posted Date:
Students also viewed these programming questions
-
2. How large (in bytes) will the grayscale crack image be if converted to data type uint16? 8bit Incorrect The answer you gave is not a number. 3. The next three questions will use the image...
-
Historically, performance measurement systems have been financially based, which has a limiting effect on the criteria used to measure and assess performance. To overcome these limitations,...
-
The following additional information is available for the Dr. Ivan and Irene Incisor family from Chapters 1-5. Ivan's grandfather died and left a portfolio of municipal bonds. In 2012, they pay Ivan...
-
A Xerox machine in a shop is operated by a person who does other jobs too. The average service time for a job is 6 minutes per customer. On an average, in every 12 minutes one customer arrives for...
-
What purpose does the variety in bond features (types and characteristics) serve?
-
On January 2, Carson Car Rentals decided to set up a petty cash fund. The treasurer established the fund by writing and cashing a $300 check and placing the coin and currency in a locked petty cash...
-
Interpret the following information regarding Maness Corporations free cash flows and financing cash flows. Maness Corporation Free Cash Flows and Financing Cash Flows Free cash flows Operating...
-
It certainly is nice to see that small variance on the income statement after all the trouble weve had lately in controlling manufacturing costs, said Linda White, vice president of Molina Company....
-
16. 17. The IUPAC nomenclature of an element with electronic configuration [Rn] 5f46d17s is: (a) Unnibium (b) Unnilunium (c) Unnilquandium (d) Unniltrium The compound(s) that is (are) removed as slag...
-
The Davis Lamp Company (DLC) is a wholesale company that purchases lamps from the manufacturer and resells them to retail stores. The company has three inventory items: desk lamps, table lamps, and...
-
Calculate the overall cost of payroll for the merit increase matrix below. Performance Below Min (20%) 80% to 89.9% (40%) 90% - 109.9% (30%) 110% + (10%) Outstanding (5%) 7% 6% 5% 4% Exceeds...
-
Describe the valuation overstatement penalty.
-
(a) Various elections must be made to compute a partnership's taxable income. For example, the partnership's tax year and accounting method must be chosen. Elections regarding depreciation and Code...
-
What is the negligence penalty?
-
What two parties might be subject to the understatement of tax liability penalty?
-
Jim files his return one month after the due date and pays the remaining $8,000 of tax owed by him. What are his delinquency penalties?
-
Piercing Services Tribal Ways performs all exotic body piercings. We use "hospital grade" jewelry (316LVM Surgical Stainless Steel or Titanium) for initial piercings and all piercings are performed...
-
Refer to the information from Exercise 22-19. Use the information to determine the (1) Weighted average contribution margin , (2) Break-even point in units, and (3) Number of units of each product...
-
Joan is a self-employed attorney in New York City. Joan took a trip to San Diego, CA, primarily for business, to consult with a client and take a short vacation. On the trip, Joan incurred the...
-
Yolanda is a cash basis taxpayer with the following transactions during the year: Cash received from sales of products........................................................................$65,000...
-
Diego, age 28, married Dolores, age 27, in 2012. Their salaries for the year amounted to $46,479 and they had interest income of $3,500. Diego and Dolores' deductions for adjusted gross income...
-
What are the Returns and Risks currently for the different asset classes?
-
What is the P(Gain) for each?
-
What does the time series state when graphing from the Financial Crisis to the current day for each of the asset classes?
Leadership Reckoning Can Higher Education Develop The Leaders We Need - ISBN: 1952938368 - Free Book
Study smarter with the SolutionInn App