1practice Quiz M2 (Ungraded) - Attempt Review

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2/14/22, 5:55 AM Practice Quiz M2 (Ungraded): Attempt review

Dashboard / My courses /
(21/12) MScFE 630 Computational Finance (C21-S2)

/
Module 2: Simulations and Monte Carlo Methods in Python for Option Pricing /
Practice Quiz M2 (Ungraded)

Started on Monday, 14 February 2022, 6:17 AM


State Finished
Completed on Monday, 14 February 2022, 6:54 AM
Time taken 36 mins 52 secs

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2/14/22, 5:55 AM Practice Quiz M2 (Ungraded): Attempt review

Question 1

Complete

Not graded

Consider the following code:

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2/14/22, 5:55 AM Practice Quiz M2 (Ungraded): Attempt review


What is the closed-form solution that is plotted by this code?

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2/14/22, 5:55 AM Practice Quiz M2 (Ungraded): Attempt review

Select one:
2
0
-2
There is no closed-form solution
None of the above

Your answer is correct.

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2/14/22, 5:55 AM Practice Quiz M2 (Ungraded): Attempt review

Question 2

Complete

Not graded

Consider the following code:

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2/14/22, 5:55 AM Practice Quiz M2 (Ungraded): Attempt review


How many iterations are run in the for loop in line 12?

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2/14/22, 5:55 AM Practice Quiz M2 (Ungraded): Attempt review

Select one:
10
50
51
100
None of the above

Your answer is correct.

Question 3

Complete

Not graded

Under which measure do we price financial instruments?

Select one:
The risk-averse measure
The risk-neutral measure
The Girsanov measure
The financial measure
The real-world measure

Your answer is correct.

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2/14/22, 5:55 AM Practice Quiz M2 (Ungraded): Attempt review

Question 4

Complete

Not graded

Consider the following code:

Why would the following algorithm not work?


Select one:
A library needs to be imported

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2/14/22, 5:55 AM Practice Quiz M2 (Ungraded): Attempt review

The numbers generated are too large


Division by zero
Variables not correctly defined
None of the above

Your answer is correct.

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2/14/22, 5:55 AM Practice Quiz M2 (Ungraded): Attempt review

Question 5

Complete

Not graded

Consider the following code:

What distribution are the elements in line 4 generated from?

Select one:
Uniform
Exponential
Normal
Gamma
None of the above

Your answer is correct.

◀︎NOTES 4 M2 

Jump to...

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2/14/22, 5:55 AM Practice Quiz M2 (Ungraded): Attempt review

LIVE SESSION M2 ▶︎

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