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10-01-2007, 05:38 PM   #1
trung55

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Default Some basic probability and martingle problems

Xin ca'c cao thu? o day chi gia'o ho 3 bai nay.
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10-01-2007, 08:15 PM   #2
drew

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Being snowed under today but I think I'll be able to help you out with the 2nd one, might be the 1st too, I'll type sth up by the end of the day unless someone else chimes in first.
Unfortunately the 3rd one is completely out of my reach, perhaps Shinichi, Yadd, Nguyenxuanson, etc. could help ?
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10-02-2007, 06:19 AM   #3
drew

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Xin lỗi hơi muộn :-) !
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10-02-2007, 07:04 PM   #4
trung55

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Thanks very much Drew.
I have my friend's answer for question 1C and 3. Will upload tomorrow.
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10-02-2007, 08:03 PM   #5
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Không có gì !
Bài 1 cần phải đọc sách (i.e Wiki hoặc Google) lại một chút (the (too technical) normal dist. piece in my brain has gone to a galaxy far, far away ) nên định hôm nay tiếp tục, nhưng đã có trả lời rồi thì càng tốt :-) !
Trung đang theo một khóa học về QF nào à ?
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10-03-2007, 04:03 PM   #6
shinichi9htv

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Dạo này bận quá, không có thời gian online. Nhưng bài 3 (không biết có hiểu đề đúng không) nếu lấy Y = 0 (mọi t), M là biểu diễn không tầm thường của Z (M ko đồng nhất = 0) thì không tồn tại H rồi.
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10-03-2007, 10:51 PM   #7
trung55

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Ok. The assignment was due today. I copied my friend's solution for question 1C and 3. :-) . I will scan and post it here for reference.
Thank you guys.
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10-03-2007, 11:50 PM   #8
trung55

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Quote:
Originally Posted by drew View Post
Trung đang theo một khóa học về QF nào à ?
Yah. I'm doing the MSc in Financial Engineering. I guess I'll be posting questions very often haha

Trung.
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04-08-2008, 07:15 PM   #9
mike1986

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To trung55: I'm going to take MQF in the near future ^_^ Hope I can join in this interest field ^_^ You study in Nanyang, is it good? ^_^ I plan to study at Uni of South Australia in 2009 ^_^ Hope that I would have a good job in there or Sydney ^_^

To drew: Can you tell me what software you use to type math so nice is ^_^

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04-09-2008, 10:03 PM   #10
shinichi9htv

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cong nhan bac drew type math dep that, bac dung ct gi the? Share voi anh em voi
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