In Your Term Project You Will Program Matlab And Write White Papers In Order 2391885

In your term project, you will program Matlab and write white papers in order to perform tasks related to derivative pricing and financial risk management. Working on the term projects, you will have hands-on experience of programming Matlab in the context of financial derivatives and risk management and hone your professional writing skill. For the purpose of this term project, you should use Matlab for calculation; other math/statistical software is not allowed. The term project will be intentionally announced at a relatively early part of this semester because you will have clear expectation of what you can learn from this course. Throughout this semester, you will learn how to perform tasks set forth in the term project. Submit the term project by Dec 9, 2017 (Sat) 11:59pm. A late submission is not acceptable. Submit both Matlab codes and white papers as a team of no more than three individuals. When submitting, please, submit your white paper and a zip file containing your Matlab codes via Blackboard. The evaluation criteria will be announced in advance. At the end of this semester, you may want to list your term projects in your resume and use them as a marketing tool for your job search. Term Project Description Assume that you work for a (fictitious) large investment bank called Stuart & Partners. Assume that you are a (quantitative) structuring analyst who is willing to offer a customized derivative securities to your client. Your clients have different views on th Document Preview:

Term Project: Pricing and Application of a Chooser Option MSF 524, IIT Stuart School of Business Fall 2017 Professor Sang Baum “Solomon” Kang In this semester, I will discuss about the term project during our regular classes. Furthermore, please, feel free to ask any questions during my office hours or via e-mails. In your term project, you will program Matlab and write white papers in order to perform tasks related to derivative pricing and financial risk management. Working on the term projects, you will have hands-on experience of programming Matlab in the context of financial derivatives and risk management and hone your professional writing skill. For the purpose of this term project, you should use Matlab for calculation; other math/statistical software is not allowed. The term project will be intentionally announced at a relatively early part of this semester because you will have clear expectation of what you can learn from this course. Throughout this semester, you will learn how to perform tasks set forth in the term project. Submit the term project by Dec 9, 2017 (Sat) 11:59pm. A late submission is not acceptable. Submit both Matlab codes and white papers as a team of no more than three individuals. When submitting, please, submit your white paper and a zip file containing your Matlab codes via Blackboard. The evaluation criteria will be announced in advance. At the end of this semester, you may want to list your term projects in your resume and use them as a marketing tool for your job search. Term Project Description Assume that you work for a (fictitious) large investment bank called Stuart & Partners. Assume that you are a (quantitative) structuring analyst who is willing to offer a customized derivative securities to your client. Your clients have different views on the expected stock returns, and the market volatility – some clients are bullish and others are bearish; some expect high market volatility and some expect…

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