代写留学生作业 需要做的题目是：
1、 名为“HW2 for 610”PDF文件中的Q1和Q2，Q3不用做。
2、 名为“HW5 for 610”PDF文件中的P1和P3， P2不用做。
两部分共4题都是相同的教材，《An Introduction to the Mathematics of Financial Derivatives》second Edition, 中文名《金融衍生工具中的数学》，Salih N. Neftci著。
其中“HW2 for 610”为书中第6章的知识，Q1为该章课后题第3道
“HW5 for 610”为书中第12-14章的知识，P3为第12章课后题第4道
我已经把这本书的课后题答案放在附件里，可参阅，但答案不能完全一样。
FE610 Hw2 2010A
Question 1
LetFE610 Hw2 2010A
(a) Are the following stochastic processes martingales?
(b) If not, how to change the formula to make it a martingale?
(c) Draw the figure of them to verify your conclusion.
Question 2
Try to prove that, for wiener process, we have the following relationship:
(http://www.1daixie.com/liuxueshengzuoye/2012/0220/1490.html
Question 3
Chapter 6. Question 2
Homework 5 2010
Problem 1:
Derive a Black‐Scholes equation to find the price of an option on foreign currency.
Hint: At time=t, denote the foreign currency forward price for maturity T by Ft , and the price of the
current domestic currency by St, while F and S has a relationship of
( )( ) * r r T t
t t
F S e f − − =
Where, r is the domestic interest rate and