C*******U
发帖数: 475 | | C*****n
发帖数: 413 | 2 第一题就是这么算吧，年金，但是每个月又多出100块钱，用excel很简单
第二题有点意思，我愿意pay 0 dollar吧，1/2×1+1/2×（-1）=0，要是我挣了1刀我
就stop了，哈哈哈，数学菜鸟，随便瞎蒙的 | d******e
发帖数: 551 | 3 Problem 2:
Worst case you'll lose 3 dollar first, and then win 3 dollar back to break
even. So you never lose money. You want to pay money to play this game.
Only 20 possible situations, 10 situations are (1 representing red, 0
representing black):
111000
110100
110010
110001
101100
101010
101001
100110
100101
100011
Replace 0 with 1 and 1 with 0 to get the other 10 situations.
The strategy should be:
1. Aside from the buy-in, if you are money neutral or negative you always
want to play, because your worst case would be money neutral;
2. If you make 1 dollar, you stop in every single case because you have
bigger chance to loss more than to win more.
To answer the question of how much I would pay to play: You have 50% chance
to make 1 dollar after seeing the first card, if you make 1 dollar you stop
there; if you loss a dollar, you keep playing, and there's only 10 possible
situations. Five out of the ten situation, you'll be able to reach a point
that you have one dollar and quit. So overall, 75% of the chance you'll have
one dollar and quit, 25% of the chance you break even.
Expected return based on the "make one dollar and quit" strategy: 0.75
dollars. So I'll pay up to $0.74 to play this game.
【在 C*******U 的大作中提到】
: 请教一个finance的问题,先谢谢了
| w******x
发帖数: 2769 | 4 1. 你需要计算那24K工资的PV，注意需要把年薪/12按月薪计算，因为compounded
monthly. 方程式的第二部分是raise的PV，因为不是%的raise,就不需要用Growing年金
的公式，直接计算每月$100,35*12个月的PV，再把两个PV加起来得到答案
2.是概率问题，请数学家回答 | C*****n
发帖数: 413 | 5 好像有道理，我题目理解错了，我以为是每次翻一张，然后翻了盖回去
【在 d******e 的大作中提到】
: Problem 2:
: Worst case you'll lose 3 dollar first, and then win 3 dollar back to break
: even. So you never lose money. You want to pay money to play this game.
: Only 20 possible situations, 10 situations are (1 representing red, 0
: representing black):
: 111000
: 110100
: 110010
: 110001
: 101100
|
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