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_____ cause the release of histamine from mast cells and basophils in response to some allergic reactions.

Even the most forceful exhalation leaves air in the lungs; this is called the _______ and is needed to _______.

Which of the following is not a consequence of compliment activation?

The positive selection process of T-cell maturation (“education”) _____________.

Which of the following statements is false regarding the lymphatic system?

A stock is at $400 with a volatility of 0.35. The interest rate is 6%. Simulate 20,000 paths using a daily price simulation for 2 years with geometric brownian motion dynamics. Price a 2-year rebate option. The rebate option pays Max(St-410,0) as soon as the stock crosses $450 and nothing otherwise. Note that t is therefore a random stopping time, and not necessarily the time to expiration. Upload code.  

A stock is at $100 and moving with a volatility of 0.40. The interest rate is 5% per year. Price a derivative that pays at the end of 2 years if there is some time interval during the 2 years where the stock price first reaches $105 and then drops to $95. It pays nothing otherwise. is the price of the stock at expiration in 2 years. Use geometric brownian motion dynamics for the stock. Run 20,000 daily simulations for the 2-year period and find the price of the derivative. Upload code.

A stock is trading at S0 with a volatility of

A portfolio of European style derivatives on a stock has the property that it is delta and gamma neutral. Which of the following statements is necessarily true of the portfolio? a. The portfolio has negative value b. The portfolio realizes the risk free rate of return over time c. The portfolio has severe time decay d. All derivatives in the portfolio have the same expiration time.

You have some positions in binary options as described below. Long binary call with strike price of $50: pays $100 if stock is above $50 and nothing otherwise. Short binary put with strike price of $60: you need to pay $100 if stock is below $60 and nothing otherwise. Suppose the stock is at $50.1 now. Which is true? a. Your position has negative theta (theta < 0). b.  Your position has positive theta (theta>0). c. Your position has negative gamma and positive delta. d. None of these