MATH3041 - Computer lab

If you are unfamiliar with MATLAB, you might want to watch these videos:

• Getting started with MATLAB
• Working in the development environment
• Writing a MATLAB Program

How the labs will be run:

In the first lab, we shall work through some warm-up questions to get you familiar with MATLAB and prepare you for the assignment. During labs 2 and 3, you should work on the assignment and I will be around to help you out with MATLAB and answer questions but I will not give you solutions. To summarize:

• Week 1: Warm-up questions.
• Week 2: Work on your assignment.
• Week 3: Work on your assignment.

Example code:

• Value of European put (version 1)
• Value of European option using a payoff function
• Arbitrage price of a European option (as a function).
• Put payoff function.
• Call payoff function.
• Double put payoff (my own payoff).

You can use them as a starting point for the assignment where you will work on the European call option, the American put option, and the game option.

Writing up your assignment:

I would recommend using MATLAB to write up your solutions to the assignment. You can export a report to HTML, view it in your web browser and then print it from there. Watch a tutorial video here. Remember, we want to see your code, not just the answers.