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1 Working with Distributions 12 Points Grading comment: Suppose that random variable X has a uniform distribution on [ 0 , 2 ] [0,2]. Suppose
1 Working with Distributions 12 Points Grading comment: Suppose that random variable X has a uniform distribution on [ 0 , 2 ] [0,2]. Suppose that, conditional on X, random variable Y has a uniform distribution on [ 0 , ] [0,X]. Question 1.1 Conditional Expectation Function Q1.1 Conditional Expectation Function 3 Points Grading comment: What is the CEF of Y given X
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An Introduction to the Mathematics of Financial Derivatives
Authors: Ali Hirsa, Salih N. Neftci
3rd edition
012384682X, 978-0123846822
