Module assignment examples

Examples of assignments submitted for Advanced Modules.

All the assignments on this page attained a Distinction.

The Kelly Criterion

Risk Management and Hedging of Guarantee Features in Variable Annuities

On the Numerical Valuation of Swing Options

Derivative Use for Risk Management in Shipping

Investigation of the Properties of the abcd Function in Relation to LMM-SABR Model

Estimating Model Parameters from Market Quotes

On expansions for the SABR model

Last updated by admin on Mon, 19/04/2010 - 2:32pm from a page originally created by Octavia Kelly.
This page is maintained by Rosanna Clare Franklin. Please use the contact form for feedback and comments.