Assignments

Assignments

The table below displays assignments with different levels of difficulty (Lvl) and provides hyperlinks both to the handouts (Number) and your own solutions (Title) depending on the learning scheme that you choose when you register. (CheckMe) buttons will be created for every assignment that you start: you can pushed them to ask your teacher to verify the corresponding solution. Please do not forget to confirm your request(s) by pushing the (Submit) button at the bottom of the table.As soon as a correction is available, the CheckMe button will be reset and the teacher's answer will appear with hyperlinks on the right (corrections, passed, points, grade).

Lvl	Number	Title	Corrections	Points
10	1.00	E-learning		5
10	1.01	Model portfolio		7
10	1.02	Cost averaging		5
10	1.03	Performance of an investment		5
20	1.04	Investment risk		7
20	1.05	Volatility measurements		7
20	1.06	Stock valuation		7
20	1.07	Zero rates of coupon bearing bonds		10
30	1.08	UWMA for the volatility of interest rates		10
30	1.09	EWMA for the drift of shares		10
30	1.10	GARCH variance targeting		10
30	1.11	Forecasting volatility		7
10	2.01	Modeling interest rates		5
20	2.02	Forecast for NASDAQ		7
0	2.03	Resistance/support levels	Demo	10
30	2.04	Dividend yield		7
10	2.05	Vertical spread, cash-or-nothing		5
10	2.06	Straddle options		5
10	2.07	Butterfly spread options		5
20	2.08	Delta hedging		5
10	2.09	Credit market fundamentals		7
20	2.10	Interest rate swap		10
30	2.11	Call on bond is a floorlet		10
10	3.01	Price estimate for a European call		7
20	3.02	Convergence study using trees		7
20	3.03	American put calculated with a tree		7
30	3.04	Stock option with a dividend yield		10
30	3.05	Stock option with transaction costs		10
30	3.06	Bond option with forward contracts		20
30	3.07	Convertible bond option		20
30	3.08	Forecast mean and bounds for a share price		10
10	4.01	Price of a European call option		10
10	4.02	Limit the potential losses from a share		10
10	4.03	Time value of an exotic option		10
10	4.04	Implied volatility		10
10	4.05	Hedging the shares of your portfolio		10
20	4.06	Dividend yield with Monte-Carlo		10
30	4.07	Dividend yield with finite differences		15
30	4.08	Log-normal finite differences for a call		20
30	4.09	Options devaluation model		30
30	4.10	Stochastic volatility model		30
0	4.11	Trading resistance levels	Demo	10
10	5.01	Yield curve predictions		10
10	5.02	Forecasting interest rates		10
20	5.03	Price of a collar		10
20	5.04	Equilibrium swap rate		10
30	5.05	Model for a coupon paying bond		15
30	5.06	Modeling a capped bond		20
30	5.07	Forecasting volatility		15
30	5.08	Hull and White model for a bond		20
10	6.01	Price of an American call option		10
10	6.02	Compare European and American options		10
20	6.03	Hedging your portfolio		10
30	6.04	Forecast rates for American options		10
20	6.05	American options using FEM in financial variables		20
30	6.06	American call using FEM with log-normal variables		20
30	6.07	American bond option		30

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