Derivatives Coursework: Regression, Black-Scholes-Merton Formula, and Strategies
Submission deadline is on Thursday, 22 March 2018. Each question counts towards 25% of the total coursework mark. Presentation and clarity of design of your reports is as important as the correctness of your computations and output discussions where required; your reports have to be written neatly and be easily readable to avoid undesired loss of marks. All plots and tables containing summary of your results should be included in the written report. Submit printed reports to the course office in the usual way. The coursework requires some practical work on Excel to be done, in addition to the report, please provide the relevant workbook you have worked on (i.e. the Excel file, which shows submission, please upload on Moodle the relevant workbook you have worked on. You should submit only ONE Excel file: please use a separate sheet in this file for each question you have to provide Excel workings and name each sheet according to the question’s number and part. The Excel file should be submitted by a single group member.
Added on 2023-06-15
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Derivatives Coursework: Regression, Black-Scholes-Merton Formula, and Strategies
Submission deadline is on Thursday, 22 March 2018. Each question counts towards 25% of the total coursework mark. Presentation and clarity of design of your reports is as important as the correctness of your computations and output discussions where required; your reports have to be written neatly and be easily readable to avoid undesired loss of marks. All plots and tables containing summary of your results should be included in the written report. Submit printed reports to the course office in the usual way. The coursework requires some practical work on Excel to be done, in addition to the report, please provide the relevant workbook you have worked on (i.e. the Excel file, which shows submission, please upload on Moodle the relevant workbook you have worked on. You should submit only ONE Excel file: please use a separate sheet in this file for each question you have to provide Excel workings and name each sheet according to the question’s number and part. The Excel file should be submitted by a single group member.
Added on 2023-06-15
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