Already have an account? Get multiple benefits of using own account!
Login in your account..!
Remember me
Don't have an account? Create your account in less than a minutes,
Forgot password? how can I recover my password now!
Enter right registered email to receive password!
This question has two related parts, (a) and (b).
(a) Use the daily yields in the table below to compute a daily standard deviation of yields. Next annualize the daily standard deviation just calculated first using 365 calendar days, then using 250 trading days in a year. Finally, construct a 4 -day moving average equal weight volatility forecast for each day in the period from Day 5 to Day 24, assuming that the expected value of the daily change in yield is zero. Please show your calculations, including formulas used. Please note: for this question 1) if you use Excel please attach your Excel worksheet to your assignment and 2) keep at least 6 decimal places in both your calculations and your final answers.
(b) Plot in the same graph for each day between Day 5 and Day 24 (inclusive) the computed daily standard deviation of yields and volatility forecast obtained in part (a) above. Please briefly comment on the volatility forecasting method in light of the graph.
Differentiate following. f ( x ) = sin (3x 2 + x ) Solution It looks as the outside function is the sine & the inside function is 3x 2 +x. The derivative is then.
Show that the points (3, 0), (4, 5), (-1, 4) and (-2, -1) taken in order are the vertices of a rhombus. Also find the area of the rhombus.
briefly explain how the famous equation for the loss of heat in a cylindrical pipe is derived
Important formulas d (a b )/ dx = 0 This is a constant d ( x n ) / dx = nx n -1 Power Rule d (a x ) / dx = a x l
what is the greatest projection range down an inclined plane? how we will calculate that?
20 equations that equal 36
"Inside function" and "outside function : Generally we don't actually do all the composition stuff in using the Chain Rule. That can get little complexes and actually obscures the
Right- and left-handed limits : Next, let's see precise definitions for the right- & left-handed limits. Definition For the right-hand limit we say that, if for eve
In a recent survey of 700 people, 15% said that red was their favorite color. How many people said that red was their favorite color? Find out 15% of 700 through multiplying 70
Q. Show Line graphs and Histograms? Ans. Line graphs are closely related to histograms. Look at the graph below. It shows the line graph of the example above but also in
Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!
whatsapp: +91-977-207-8620
Phone: +91-977-207-8620
Email: [email protected]
All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd