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BE314 – Spring 2018 – Coursework   In this coursework, our goal is to explore whether past dividend yields and past stock returns can predict stock returns. The data sets are all on Moodle, under Week 19.       Download the Excel file that corresponds to your assignment. The file has the name “Shiller […]

City University of Hong Kong Department of Economics and Finance Course EF5213 Assignment #2 ( due March 4, 2018 ) 1. Use VBA as programming tool, implement the implicit finite difference method under the Crank- Nicholson scheme to price an accumulator contract written on a stock with Cox-Ingersoll-Ross volatility structure as (St, t)  

Lab exercise: Monte Carlo Simulation of an Auto Insurance Pool Insurance exploits the statistical properties of pooled independent risks. Let’s assume the typical driver has a 1% chance of having a car accident in any given year, and each driver’s risk of an accident is completely independent of any other driver’s risk. The distribution of

City University of Hong Kong Department of Economics and Finance Course EF 5213 Assignment #4 ( due April 8, 2018 ) 1. Under the Black-Schole regime, it is possible to generate the implied volatility surface, with respect to option strike price K and maturity term T, based on the market prices of plain vanilla call

City University of Hong Kong Department of Economics and Finance Course EF5213 Assignment #3 ( due March 18, 2018 ) 1. Consider the MVO problem that determines the optimal portfolio content w and w0 by minimizing the portfolio risk subject to an expected return P as minimize 1 wT w 2 subject to wT 

City University of Hong Kong Department of Economics and Finance Course EF5213 Assignment #2 ( due March 4, 2018 ) 1. Use VBA as programming tool, implement the implicit finite difference method under the Crank- Nicholson scheme to price an accumulator contract written on a stock with Cox-Ingersoll-Ross volatility structure as 􏰀(St, t) 􏰁 􏰀

City University of Hong Kong Department of Economics and Finance Course EF5213 Assignment #1 ( due February 11, 2018) 1. In the Exponentially weighted moving average model (EWMA), future variance is a weighted average of its immediate past estimation and the most recent observation of squared residual of price return. It follows an iteration equation

Purpose The purpose of this assignment it to have Excel calculate the requirements automatically through formulas and/or functions. You need to enter as much of the above information as you can in an Excel spreadsheet and create formulas and/or functions that will automatically calculate the results. *Be resourceful. Use the textbook if you need help

ACST101 S1 2018 Excel Assignment (7%) GETTING READY This assignment counts toward a maximum of 7% of overall marks for this unit. However, you must also remember to complete the 10 Excel online quiz questions (Quiz 4) which counts for a further 5%. The worksheets are protected. You can only enter data into the cells

Ship Rendezvous Problem 2. The Problem Your company has been contracted to provide a tool in Excel to solve the Ship Rendezvous problem (SRP) to enable P&Q cruises to minimise the time it takes for the support ship to visit each of the cruise ships in the fleet. 2.1. Introduction The support ship must visit