Stochastic Financial Modelling - MAS3904 (2023/24)
by Dr Aamir Khan

This build process finished at 2023-09-14T14:05:21.726000+00:00. The package has since been rebuilt.

This build process finished with an error at 2023-09-14T14:05:21.726000+00:00.

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Build log

Running chirun for directory /opt/chirun-source
Output written to /opt/chirun-output


[chirun:load_config:158] Reading config file config.yml
[chirun:find_theme:215] Finding theme default
[chirun:find_theme:218] Trying themes/default
[chirun:find_theme:218] Trying /usr/local/lib/python3.10/dist-packages/chirun/themes/default
[chirun:load_structure:254] Loading course structure
[chirun:build_with_theme:339] 
The static directory is: static
The build directory is: /opt/chirun-output
The web root directory is: /opt/chirun-output/

[chirun:make_directories:311] Creating build directory...
[chirun.theme:copy_static_files:47] Copying theme's static directory to the build's static directory...
[chirun.theme:copy_static_files:48]     /usr/local/lib/python3.10/dist-packages/chirun/themes/default/static => /opt/chirun-output/static
[chirun:copy_static_files:239] Copying course's static directory to the build's static directory...
[chirun:process:267] Starting processing
[chirun:process:271] Process: Checking for duplicated filenames or paths
[chirun.process:visit:51] Checking slug: introduction
[chirun.process:visit:51] Checking slug: course_material
[chirun.process:visit:51] Checking slug: chapter_0__admin_and_revision
[chirun.process:visit:51] Checking slug: chapter_1__riskfree_and_risky_assets
[chirun.process:visit:51] Checking slug: chapter_2__continuous_time_models
[chirun.process:visit:51] Checking slug: chapter_3__estimating_volatility
[chirun.process:visit:51] Checking slug: chapter_4__pricing_exotic_options_via_monte_carlo
[chirun.process:visit:51] Checking slug: chapter_5__an_introduction_to_ito_calculus
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[chirun:process:271] Process: Make PDFs
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[chirun.latex:exec:199] \OT1/cmr/m/n/10 The con-ti-nu-ity of sam-ple paths of $\OML/cmm/m/it/10 W[]$ \O
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[chirun.latex:exec:199] []$\OT1/cmtt/m/n/10 https : / / numbas . mathcentre . ac . uk / question / 1451
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[chirun.latex:exec:199] []  \OT1/cmtt/m/n/10 xvec[i]=xvec[i-1]+afun(xvec[i-1],t)*dt+bfun(xvec[i-1],t)*r
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[chirun.latex:exec:199] []\OT1/cmr/m/n/10 Now, re-turn-ing to the Va-sicek model and us-ing the fact th
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[chirun.latex:exec:199] \OML/cmm/m/it/10 X[] \OT1/cmr/m/n/10 = [] \OML/cmm/m/it/10 ;   \OT1/cmr/m/n/10
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[chirun.latex:exec:199] \OT1/cmr/m/n/10 where $\OML/cmm/m/it/10 l:i:m:$ \OT1/cmr/m/n/10 de-notes mean s
[chirun.latex:exec:199] quare con-ver-gence. In other words, if $\OML/cmm/m/it/10 G[] \OT1/cmr/m/n/10 =
[chirun.latex:exec:199]  [][] \OML/cmm/m/it/10 g\OT1/cmr/m/n/10 (\OML/cmm/m/it/10 t[]\OT1/cmr/m/n/10 )^
[chirun.latex:exec:199] ^A\OML/cmm/m/it/10 W[]$
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[chirun.latex:exec:199] []  \OT1/cmtt/m/n/10 xvec[i]=xvec[i-1]+afun(xvec[i-1],t)*dt+bfun(xvec[i-1],t)*r
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[chirun.latex:exec:199] []\OT1/cmr/m/n/10 Now, re-turn-ing to the Va-sicek model and us-ing the fact th
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[chirun.latex:exec:199] \OML/cmm/m/it/10 X[] \OT1/cmr/m/n/10 = [] \OML/cmm/m/it/10 ;   \OT1/cmr/m/n/10
[chirun.latex:exec:199]  (\OML/cmm/m/it/10 X[]\OT1/cmr/m/n/10 ) = [] \OML/cmm/m/it/10 ;   ^^L\OT1/cmr/m
[chirun.latex:exec:199] /n/10 (\OML/cmm/m/it/10 X[]\OT1/cmr/m/n/10 ) = [] \OML/cmm/m/it/10 ;   dW[] \OT
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[chirun.latex:exec:199] []   \OT1/cmtt/m/n/10 s[i,2]=s[i-1,2]+a*(b-s[i-1,2])*dt+sigma*sqrt(s[i-1,2])*rn
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[chirun.latex:exec:199] []   \OT1/cmtt/m/n/10 s[i,1]=s[i-1,1]+r*s[i-1,1]*dt+sqrt(s[i-1,2])*s[i-1,1]*rno
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...[chirun.render:render_item:86] Rendering: Chapter2/chap2.tex
[chirun.render:render_item:88] Rendering chapter "Chapter 2 - Continuous time models" using chapter.html using relative paths

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........[chirun.render:render_item:86] Rendering: Chapter3/chap3.tex
[chirun.render:render_item:88] Rendering chapter "Chapter 3 - Estimating Volatility" using chapter.html using relative paths

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..[chirun.render:render_item:86] Rendering: Chapter4/chap4.tex
[chirun.render:render_item:88] Rendering chapter "Chapter 4 - Pricing Exotic Options via Monte Carlo" using chapter.html using relative paths

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[chirun.render:render_item:88] Rendering chapter "Chapter 5 - An Introduction to Ito Calculus" using chapter.html using relative paths

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...[chirun.render:render_item:86] Rendering: Chapter2/chap2.tex
[chirun.render:render_item:88] Rendering chapter "Chapter 2 - Continuous time models" using chapter.html using relative paths

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........[chirun.render:render_item:86] Rendering: Chapter3/chap3.tex
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..[chirun.render:render_item:86] Rendering: Chapter4/chap4.tex
[chirun.render:render_item:88] Rendering chapter "Chapter 4 - Pricing Exotic Options via Monte Carlo" using chapter.html using relative paths

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..[chirun.render:render_item:86] Rendering: Chapter5/chap5.tex
[chirun.render:render_item:88] Rendering chapter "Chapter 5 - An Introduction to Ito Calculus" using chapter.html using relative paths

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