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my 2c. i think all of ans u can find on web.2. need to clarify what u mean by corr 25% (event correlation or factor loading in GC)4. first hitting time of BM tons of ref on web.5. standard app of Bayes6/7 straight forward just do the calcs.8. 1 0 p sqrt(1-p^2)9. plug in bs check for monotonicity in maturity and convexity in strike
my 2c. i think all of ans u can find on web.
2. need to clarify what u mean by corr 25% (event correlation or factor loading in GC)
4. first hitting time of BM tons of ref on web.
5. standard app of Bayes
6/7 straight forward just do the calcs.
8. 1 0 p sqrt(1-p^2)
9. plug in bs check for monotonicity in maturity and convexity in strike
