加州大学圣地亚哥分校Math194金融数学作业能辅导吗?

　　同学你好，考而思可以给你提供一对一课程作业辅导。Math194金融数学这门课是加州大学圣地亚哥分校(UCSD)金融方向的一门关键课程，课程介绍了金融建模的数学基础，重点是离散模型。考而思的留学生作业辅导栏目都是遍布全世界各地的三千多位优秀老师凭借他们多年的辅导经验总结而来的，对于同学在作业中可能遇到的难题，老师们都能帮你制定出专属于你的一对一指导方案。

　　一、考而思辅导金融数学作业能给我提供什么?

　　1.海外名校背景师资

　　考而思的老师都有海外top100名校背景，每位老师都是研究生以上的学历，有40%都是博士以上学历。

　　2.靠谱的班主任

　　考而思会给学生安排班主任，帮你及时地发现课程作业中遇到的问题，协调你和老师的上课时间，保证辅导效果。

　　3.24小时无时差辅导

　　考而思的老师遍布全球，能够给你提供24小时无时差的作业辅导，让你再也不用担心上课时间的问题。

　　二、金融数学作业例题

1. Consider a single-period binomial model with r = 1/3, B0 = 1, S0 = 2, d = 5/4,u = 3/2, and p = 1/2. (You can take the sample space Ω to be {ω1, ω2}, with ω1corresponding to the stock price going “up”, and ω2 corresponding to the stock price going“down”.)

(a) Compute B1.

(b) Compute S1(ω1) and S1(ω2), and the probability of each outcome.

(c) For the trading strategy ψ = (2, 4), compute V0(ψ), V1(ψ)(ω1), and V1(ψ)(ω2).

(d) Let X be a European call option with strike price $2.50 and expiration time T = 1.

(i) Find X(ω1) and X(ω2).

(ii) Find the replicating strategy φ = (α1, β1) for X

(iii) Find the manufacturing cost for that strategy. That is, compute V0(φ).

(e) Give an example of arbitrage opportunity if the claim X can be purchased for C0 =1/16 (dollars) at time 0.

2. Repeat the steps of Exercise 1, with the following data: r = 1/4, B0 = 1, S0 = 3, d = 1,

u = 2, and p = 3/4. Use the trading strategy ψ = (3, −2) in part (c) . The contingent

claim X is now a European put option with strike price K = $4. Use C0 = 1 in doing part(e).

3.Consider a single period CRR model with S0 = $100, S1 = $200 or $50, r = 0.25.

(a) Find the arbitrage free price of a European call option for one share of stock where the strike price is K = $100 and the exercise time T = 1.

(b) Find a hedging strategy that replicates the value of the option described in (a).

(c) Suppose the option in (a) is initially priced at $1 above the arbitrage free price.Describe a strategy (for trading in stock, bond and the option) that is an arbitrage.

(d) What is the arbitrage free initial price for a put option with the same strike price and exercise time as the call option described in (a)?

　　如果同学需要辅导UCSD的金融数学作业，欢迎找考而思教育的优秀教师团队!