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Risk Latte - Brownian Motion
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Brownian Motion
September 4, 2010, 4:54 am
Quiz on Brownian Motion
Team Latte
Jan 10, 2006
Quiz # 1
1) Brownian motion is:
a) Markovian;
b) Non-Markovian;
c) Markovian under special cases;
d) None of the above;
2) Brownian motion is a:
a) Weiner process;
b) Not a Wiener process;
c) A Wiener process under special cases;
d) Levy process;
3) Brownian motion is:
a) Random Walk
b) Random walk plus drift;
c) Random walk minus drift;
d) Not a Random walk;
4) Stock prices are supposed to follow:
a) Random walk;
b) Brownian motion;
c) Both the above;
d) None of the above;
5) Brownian motion can be:
a) arithmetic in nature;
b) geometric in nature;
c) exponential in nature;
d) both (a) and (b);
6) In a Brownian motion a particle position is given by:
a) Gaussian distribution;
b) Poisson distribution;
c) Beta distribution;
d) Binomial distribution;
7) Brownian motion was discovered by:
a) Albert Einstein;
b) Louis Bachelier;
c) Fischer Black;
d) None of the above;
8) Brownian motion:
a) Can easily be modeled on an Excel? spreadsheet;
b) cannot be easily modeled on an Excel? spreadsheet;
c) cannot be modeled at all on an Excel? spreadsheet;
d) can only be modeled as a special case of random walk;
9) Which of the following equations represent the Brownian motion:
a)
b)
c)
d)
10) The concept of Brownian motion was first explained in detail in context of:
a) Physics;
b) Chemistry;
c) Botany;
d) Finance;
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