Model: MorbidCorp/MORBID-Actuarial-v007
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: Calculate the Black-Scholes price for a call option with S=$100, K=$95, T=0.25, r=5%, σ=20%, Stock has beta 1.5. Risk-free rate 3%, market return 9%. What's the required return under CAPM?, Explain the difference between Vasicek and CIR interest rate models, Portfolio has return 15%, volatility 20%, risk-free rate 4%. Calculate the Sharpe ratio.
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Created: 2025-10-18 00:48:13