FoundationNumeric answer
What is the quadratic variation of over ?
Answer with a number. Fractions, powers and expressions like 23/6 or C(52,5) are read correctly in practice.
The worked solution is in Premium
The answer, the full working and the one idea to take away – for this and all 1,322 questions in the bank. Answer it in practice and your working is marked, with a known mistake named when you make one.
Learn the method
Reported in interviews at
More stochastic calculus questions
- For standard Brownian motion, what is 𝔼[W₃W₇]?Foundation
- For standard Brownian motion, what is Var(W₁+W₂)?Foundation
- What is the correlation between W₁ and W₄ for standard Brownian motion?Foundation
- Powers of Brownian motion, part 1 of 4Foundation
- For standard Brownian motion, what is Pr(W₂ > W₁ > 0)?Applied
- Standard Brownian motion is observed at W₄ = 2. What is 𝔼[W₁|W₄ = 2]?Applied