FT7204 Session 8 Revision

Pricing for options is NOT based on one of the below

Log 16 to the base 2 is 4

A measure checking how a lagged version of a value of a variable is related to the original version of it

One of the below is not a check for correlation

Cyclicality is

a flat series, without a trend, a constant variance, a constant autocorrelation over time and no periodic fluctuation is

The plot of autocorrelation function is called a

The vertical axis and horizontal line in a correlogram are called

____ is using techniques for monitoring and controlling processes and signalling when corrective actions are necessary

A distribution that is a continuous is symmetrical around its mean with most values near the central peak

Lag 1 and Lag 2 are degrees of autocorrelation

An observations correlation within a timeseries with itself is called