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1.7 Exercises

* 1.00 E-learning.
* 1.01 Model portfolio.
* 1.02 Cost averaging.
* 1.03 Performance of an investment.
* 1.04 Investment risk.
* 1.05 Volatility measurements.
* 1.06 Stock valuation.
* 1.07 Zero rate of coupon bearing bonds.
* 1.08 UWMA for the volatility of interest rates.
* 1.09 EWMA for the drift of shares.
* 1.10 GARCH variance targeting.
* 1.11 Forecasting volatility.

IMPORTANT: All these problems can be edited and submitted for correction by selecting WORK:assignments on the course main page. They generally open with a template that provides useful advice and guidance to derive the solution. The color coding corresponds to the expected level of difficulty:

* Easy.
The problem is a direct application of the theory in a situation of practical interest: solutions typically combine text without formulas, ASCII plots and parameters of the VMARKET applet without any programming.
* Moderate.