Tag: Swordfish Energy management
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Evaluate the option premiums, call and put, European and American, based on a binomial lattice framework.
Page 1 of 6 Derivative Pricing and Valuation AFE7507 Coursework 2021-22 The assessment for this module is wholly based on an individually prepared coursework submission. The coursework assignment is composed of TWO questions: Question 1: Application of derivative contracts for hedging an exposure. Maximum possible mark is 50%. Question 2: Binomial lattice pricing of option…