Financial Modelling and Computation
Last updated Sep 22, 2025
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Group-G04
For AY17/18 SEM1 QF4102
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- Author: Dong Shaocong & He Xinyi (Alphabetical order)
- Year: year 3
- Major: Quantitative Finance
Table of Content
- Assignment 1 - BTM for barrier, lookback option
- Assignment 2 - Forward Shooting Grid Method, Explicit scheme
- Assignment 3 - Implicit scheme, Monte Carlo with/without control variate
- lecture code
