14 PROBLEMS MATHEMATICS AND STATISTICS FOR FINANCIAL RISK MANAGEMENT 1. Solve for y, where: a. y...
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14 PROBLEMS MATHEMATICS AND STATISTICS FOR FINANCIAL RISK MANAGEMENT 1. Solve for y, where: a. y = ln(e5) b. y = ln(1/e) c. y = ln(10e) 2. The nominal monthly rate for a loan is quoted at 5%. What is the equivalent annual rate? Semiannual rate? Continuous rate? 3. Over the course of a year, the log return on a stock market index is 11.2%. The starting value of the index is 100. What is the value at the end of the year? 4. You have a portfolio of 10 bonds. In how many different ways can exactly two bonds default? Assume the order in which the bonds default is unimportant. 14 PROBLEMS MATHEMATICS AND STATISTICS FOR FINANCIAL RISK MANAGEMENT 1. Solve for y, where: a. y = ln(e5) b. y = ln(1/e) c. y = ln(10e) 2. The nominal monthly rate for a loan is quoted at 5%. What is the equivalent annual rate? Semiannual rate? Continuous rate? 3. Over the course of a year, the log return on a stock market index is 11.2%. The starting value of the index is 100. What is the value at the end of the year? 4. You have a portfolio of 10 bonds. In how many different ways can exactly two bonds default? Assume the order in which the bonds default is unimportant.
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Income Tax Fundamentals 2013
ISBN: 9781285586618
31st Edition
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
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