Suppose I trade an option and I wish to hedge that option for delta and vega. Another option is available to trade. To complete the hedge I would
A linear regression gives the following output:
Figures in square brackets are estimated standard errors of the coefficient estimates.
What is the value of the test statistic for the hypothesis that the coefficient of is less than 1?
Let X be a random variable distributed normally with mean 0 and standard deviation 1. What is the expected value of exp(X)?
Suppose a discrete random variable can take on the values -1, 0 and 1 each with a probability of 1/3. Then the mean and variance of the variable is
Simple linear regression involves one dependent variable, one independent variable and one error variable. In contrast, multiple linear regression uses...
