Matlab code that computes the answer to the question

Assignment Help Simulation in MATLAB

Reference no: EM131912354

Assignment -

What to write - All questions must be answered

(a) Writing a LATEX document describing the mathematics used to calculate your answer and clearly stating the results of the exercise. This document should contain a copy of your individual question, your candidate, your name and student number. You are given a tex file containing the question and your personal details that you should use. In the rest of the document you must:

(i) Concisely describe the mathematics used to answer the questions. For example you should state any difference equations used to solve the problem or any mathematical formulae you have used.

(ii) Concisely describe how you have tested whether your answer is correct. These tests must be fully automated.

(iii) State the values you have computed.

This document should be short. Typically the part of the L ATEX document containing your own work should be no more than 2 pages in length. A few paragraphs will normally be sufficient. Unnecessarily verbose answers will be penalized.

(b) Writing MATLAB code that computes the answer to the question. Your MATLAB code must contain at least two functions:

(i) answerProblem: this function must take no parameters and must re-turn the values specified in the question.

(ii) testall: this function must take no parameters and must run all the tests for your question. It is up to you what tests you run.

Your code must take no longer than 5 minutes to run. Make sure your functions have EXACTLY these names including the punctuation.

Mathematical notation is used in all questions. In particular quantities such as the risk free rate, r and the volatility σ are given as absolute values rather than as percentages. This means the values can be used directly in standard mathematical formulae. The units of prices will always be dollars. The units of time will always be years. These units are only used implicitly and you need not mention units in your answer either. Options should be assumed to be European options, unless stated otherwise in the question.

The following notation may also be used in your question: 1X denotes the indicator function of the set X.

Finding your personalized question

All students are set a different question and must answer their own question. You may not request a different question.

To find your question download the zip file of questions from Keats. Inside this you will find a folder with your name. This folder contains a pdf-file of your question and tex source file.

References - J. Armstrong. Lecture Notes. FM06: Computational and Numerical Methods for Mathematical Finance.

Attachment:- Assignment Files.rar

Reference no: EM131912354

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Reviews

len1912354

3/23/2018 4:39:44 AM

This coursework exercise counts towards 20% of your final result for FM06. Your work must be submitted by 17:00 on Friday 6th. It is strongly recommended that you submit your solution well in advance of the deadline as technical problems with your submission (e.g. the website not working) do not count as valid reasons for a late submission. Your submission must be entirely your own work. You must not show your solution to other students to help them complete the coursework. You will also be required to sign a plagiarism statement declaring that your submission is your own work. You are also required to ensure that any sources that you use are correctly referenced otherwise.

len1912354

3/23/2018 4:39:39 AM

Note that you are allowed to adapt the code given in FM06 lectures [1] to answer the question and will not be penalized in any way if you do so. However, you must clearly state that you have done so and give a reference. Using the code from FM06 is acceptable for this coursework project, but it is not acceptable use code from FM06 for the final part of your MSc dissertation (FM50). This is because the final part of the FM50 should be your own work. This document should be short. Typically the part of the L ATEX document containing your own work should be no more than 2 pages in length. A few paragraphs will normally be sufficient. Unnecessarily verbose answers will be penalized. Your answer should be uploaded to Keats. You should upload a single pdf document generated using L ATEX.

len1912354

3/23/2018 4:39:34 AM

Your answer should be uploaded to the automated marking website Nexus. When you first visit this site you should log in using your standard King's user name and password. You will be asked if you are willing to give the automated marking system Nexus certain privileges. You should agree to this. Once this is done, you can upload your submission. It will take a little time for Nexus to process your submission. You should wait a few minutes and then refresh the page to see if your submission has been successful. Nexus will show you the return values of functions and any output they generated. You should double check this to make sure Nexus is behaving as you expect. You can submit to Nexus as many times as you like to ensure that your code is working correctly. The marker will look at the output from Nexus and the code you have written to help them decide if your code is correct and what mark to give you. Nexus itself doesn't mark your solution.

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