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1practice Quiz M2 (Ungraded) - Attempt Review

1. The document is a review of an ungraded practice quiz for a computational finance module. It contains 5 multiple choice questions about Monte Carlo simulations and option pricing in Python. 2. The questions cover topics like identifying the closed-form solution plotted in a code example, determining the number of iterations in a for loop, specifying the correct risk measure for pricing financial instruments, and identifying issues with example code or the distributions used to generate random numbers. 3. The review provides the questions, possible answer choices, and indicates whether the user's answer for each question was correct or not.

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kyle l
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33 views11 pages

1practice Quiz M2 (Ungraded) - Attempt Review

1. The document is a review of an ungraded practice quiz for a computational finance module. It contains 5 multiple choice questions about Monte Carlo simulations and option pricing in Python. 2. The questions cover topics like identifying the closed-form solution plotted in a code example, determining the number of iterations in a for loop, specifying the correct risk measure for pricing financial instruments, and identifying issues with example code or the distributions used to generate random numbers. 3. The review provides the questions, possible answer choices, and indicates whether the user's answer for each question was correct or not.

Uploaded by

kyle l
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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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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