Model: MorbidCorp/MORBID-Actuarial-v008
Author: MorbidCorp
Tags: actuarial, insurance, probability, financial-mathematics, investment, derivatives, options, exam-fm, exam-p, exam-ifm, black-scholes, portfolio-theory, soa, en, dataset:custom, license:apache-2.0, region:us
Card metadata: license: apache-2.0
language: en
tags: actuarial, insurance, probability, financial-mathematics, investment, derivatives, options, exam-fm, exam-p, exam-ifm, black-scholes, portfolio-theory, soa
datasets: custom
metrics: accuracy
widget: Stock A: E(r)=12%, σ=20%. Stock B: E(r)=8%, σ=15%. ρ=0.3. Find the minimum variance portfolio., Company has $100M debt at 7% fixed. Enters swap at 6.5%. If LIBOR=6.2%, what's net payment?, Calculate Black-Scholes call price and all Greeks: S=$100, K=$95, T=0.5, r=5%, σ=20%, X ~ Binomial(10, 0.3). Find P(X = 4) with complete calculation steps.
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Created: 2025-10-18 09:19:41