Training
Quizzes
The Stacks
Case Analyses
Simply Complex!
Exotics
Plain Vanilla
Marked to Myth
Volatility Today
QuantLatte
Does It Matter?
Indices
Portfolio Engineering
On A Tangent
Asia's Brightest
About Us
Brownian Motion
The Analyst
Our Clients
Financial Engineering
FEAT
FER
Features
Risk Latte - Quiz #1
Home
>>
Quiz
>>
Brownian Motion Quiz
>>
Quiz #1
September 7, 2010, 2:45 am
Brownian Motion Quiz
Team Latte
Jan 01, 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) Wiener 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 of 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 arithmetic and geometric in nature;
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 is 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
TM
spreadsheet;
b) Cannot be easily modeled on an Excel
TM
spreadsheet;
c) Cannot be modeled at all on an Excel
TM
spreadsheet;
d) Can only be modeled as a special case of random walk;
9) The concept of Brownian motion was first explained in detail in context of :
a) Physics;
b) Chemistry;
c) Botany;
d) Finance;
More Brownian Motion Quiz
back to top
RiskLatte
World Wide Web
What's New
Our Clients
a d v e r t i s e m e n t
Contact Us
/
Terms of Use
/
Privacy Policy
/
Feedback
/
Advertising
Copyright © 2002-2010 Risk Latte Company Limited. All Rights Reserved
.