First Assignment
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Course Lecturer Tutorial Advisor Time + Location
FI6081 - Implementing Market Models Finbarr Murphy Finbarr Murphy ([email protected])
Week 3 – 10% Assignment details Assignment Instructions You are asked to create an american option multiplicative binomial model calculator in MatLab. Both put and call options should be valued. Given u, d, S0, K, r, and T (the usual notation applies), you should create an m-file that computes an N-step solution. This is an individual assignment. The submission date is Friday week 5 (October 9th) at 5PM. You are asked to submit the m-file by email on that date. Your m-file should contain your name and student ID and your m-file should be populated with sufficient comments that will inform the reader of the code workings. Following your submission, some or all of the class may be asked to demonstrate and discuss your code with the lecturer. Please also note that proficiency in the assignment will be rewarded by quiz questions and questions in the end of semester exams. For this reason, one should endeavour to complete the assignment without resorting to collaboration. Sufficient lab time is available to answer any questions. The trading and report will constitute 10% of your module grade.
Important Policy on Plagiarism: Plagiarism will be dealt with according to University of Limerick Academic Regulations.
FI6081 - Implementing Market Models Finbarr Murphy Finbarr Murphy ([email protected])
Week 3 – 10% Assignment details Assignment Instructions You are asked to create an american option multiplicative binomial model calculator in MatLab. Both put and call options should be valued. Given u, d, S0, K, r, and T (the usual notation applies), you should create an m-file that computes an N-step solution. This is an individual assignment. The submission date is Friday week 5 (October 9th) at 5PM. You are asked to submit the m-file by email on that date. Your m-file should contain your name and student ID and your m-file should be populated with sufficient comments that will inform the reader of the code workings. Following your submission, some or all of the class may be asked to demonstrate and discuss your code with the lecturer. Please also note that proficiency in the assignment will be rewarded by quiz questions and questions in the end of semester exams. For this reason, one should endeavour to complete the assignment without resorting to collaboration. Sufficient lab time is available to answer any questions. The trading and report will constitute 10% of your module grade.
Important Policy on Plagiarism: Plagiarism will be dealt with according to University of Limerick Academic Regulations.
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