Chapter 5 (European Option Pricing-Black-Scholes Formula), Mathematical Modelling and Methods of option pricing, Lishang Jiang.

Gеnеral іnformation for the projeсt: 1. The project consists of an oral presentation (10%) and a written report (20%). You should read and understand the material provided to you, and be able to explain the involved concepts with your own words. You should search for and read other materials if you are confused with some concepts. 2. The length of each oral presentation is around 25 minutes (should not be less than 20 minutes), and each student should prepare some slides or a PPT for the presentation. The oral presentations will be done in Week 12 (Wednesday) and Week 13 due to the large class size. 3. It is strongly recommended to write some relevant Matlab programs to show your understanding of the material and help you explain the theory to your fellow students. 4. The written report should be typeset in LATEX, standard article style, with a minimum of 8 and a maximum of 10 A4-size pages and 12-point size text for the actual content. Tables, figures, and program codes should not be included in these page limits. A hardcopy of the written report, together with the program codes, should be submitted to my office (39C.156) by 27 October 2017 (Friday of Week 13). Late submission is not accepted unless you apply for academic consideration. 5. The written report should include your understanding of the material, and simply copying the material will lead to low marks for the project.

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