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MATH40082 Computational Finance: Mini Task 1 - Financial Contract Pricing
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Using the formula and the parameters provided write a program to calculate Π and output the results to the screen. You must generate four columns of data
BU.232.630. Non-Linear Econometrics for Finance - HOMEWORK 2: NLS and GMM
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Adapt my code for nonlinear least squares with two param- eters to estimate the model with three parameters in Eq. (1) using the Mizon data.
Homework 5: CAPM Model
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The Security Market line (SML) of an asset relates the excess return of an asset to the excess return of the market portfolio. It says that the risk premium of a security j is proportional to the risk premium on the market portfolio
MATH40082 Computational Finance Assignment No. 1: Monte Carlo Methods
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The trader has calibrated a specialised risk neutral process for some underlying stock price. Given the current stock is S0, market prices indicate the risk-neutral distribution of the stock price at time t is given by
BUS 215F/FIN 215F Python and Applications to Business Analytics - Exercise 1. Foreign Exchange (FX) Arbitrage
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The foreign exchange (FX) market, where one currency is traded (exchanged) for another, is the largest financial market in the world, with about 5 trillion US dollars (USD) being traded everyday.
Cloud Computing (COMM034) Coursework: Monte Carlo method
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To demonstrate your understanding of how to critically explain, and construct, a Cloud application using multiple services across Cloud providers, involving user-specifiable scaling.
COMP226 Computer-Based Trading in Financial Markets - Assignment 2 Strategy Development
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The trading strategy that you should implement is a triple moving average (TMA) momentum strategy, which is described in slides 4.7. The specification of the strategy and the functions that it should comprise are given in full detail, so the correctness of your code can and will be checked automatically
CPT206 Computer Programming for Financial Mathematics - Coursework 3: Property portfolio management system
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The aim of this coursework is to build a program to build a property portfolio management system
ECON6008 International Money and Finance - Quantitative Group Project: New-Keynesian small open- economy (SOE) model
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The model you will analyze is a simplied version of the New-Keynesian small open- economy (SOE) model in Justiniano and Preston (2010), which in turn is based on the model in Monacelli (2005) and Gali and Monacelli (2005).
Numerical Methods for Financial Mathematics - Numerical Methods Exercises: Monte-Carlo Control Variate
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In this exercise you should implement a Monte-Carlo control variate to improve the convergence of the Monte-Carlo integration by reducing the variance. A control variate is (usually) product and model dependent. This is a clear disadvantage of the method. Nevertheless, it can achieve impressive improvements.
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