# Questions tagged [self-study]

A routine question from a textbook, course, or test used for a class or self-study. This community's policy is to "provide helpful hints" for self-study questions.

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### Self study references for a Mathematician

I just finished my undergraduate (BSc) degree in Pure Mathematics & Applied Mathematics. I am starting my postgraduate degree in Pure Mathematics in a month's time. I am considering pursuing a ...
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### Difficulty understanding put-call parity for currency options

I am self-studying for an actuarial exam on models for financial economics. I am having difficulty thinking about the put-call parity for currency options, specifically how use the notation. Here is ...
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### Risk neutral modelling of a stock

Suppose a stock $S$ follows $$dS(t) = \alpha(t)S(t)dt + \sigma(t)S(t)dW(t),$$ where $W(t)$ is a Brownian motion under $P$. Also suppose there is a short rate process $r(t)$. My question would be is ...
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### Monte Carlo Accuracy - Antithetic Variate Method

I'm self studying for an actuarial exam and I am curious about a property of the antithetic variate method for increasing the Monte Carlo price accuracy (i.e. For every random draw of $z$, also ...
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### Calculating the price of a call and put using multinomial trees and risk-neutral probabilities

I am self-studying for an actuarial exam and I encountered this example. The books shows one method of solving using a replicating portfolio, and then shows this solution involving risk-neutral ...
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### Bootstrap zero curve source of information

I'm trying to understand the bootstrap methodology to construct a zero curve from a par curve in detail. I'm looking for a good source of information, preferably with a detailed example, that ...
### Why is the statement “the volatility of a $T - t$-month prepaid forward on asset X is $\sigma$” the same as “the volatility of asset X is $\sigma$”?
I'm self studying and I'm having trouble with understanding the equivalent formulations of the volatility $\sigma$ of an asset $X$, as in the below problem. In the below the problem (and the first ...