MATH 408 - WINTER 2003

Modeling Problems

  1. Mortgage Portfolio Optimization ( Solution)
  2. Arbitrage in Currency Markets (solution (PDF) (PS))
  3. Determination of Bankruptcy (solution (PDF) (PS))
  4. A Cash Matching Portfolio
  5. A Cash Matching Portfolio with no Idle Cash
  6. Real Estate Investment Planning

Mathematics Department University of Washington