PAPER CODE: MTH116
2nd SEMESTER 2022/23 ASSIGNMENT 1
BACHELOR DEGREE – Year 2
Foundations of Financial Computing
加拿大金融代写 There are 2 projects with 18 online test questions in this exam. You must attempt all these projects and their corresponding online test questions.
INSTRUCTIONS 加拿大金融代写
1. The total marks available are 100. There are 2 projects with 18 online test questions in this exam. You must attempt all these projects and their corresponding online test questions.
2. Your marks are to be obtained by answering the online test questions only.
3. You are required to submit the code you have developed for verification purposes via the submission link given on the LMO. You can submit up to 4 different M files containing MATLAB code only (no results or outputs of variables.)
4. The assignment is an ‘open-book’ assessment. All the learning materials on the LMO can be referenced during the exam, including lecture notes, tutorial questions and solutions,lecture videos etc. However, you must complete the exam independently.
5. You need to use the software package MATLAB to do the questions through the exam.
Attempt all projects and quiz questions
Project 1 加拿大金融代写
This project provides 15-day closing prices of stock A and B below.
Price_A = [234 239 229 220 222 224 218 225 238 246 249 257 251 243 235];
Price_B = [221 218 210 209 207 205 204 202 205 209 212 210 213 217224];
(1) Find the days that the price of A is more than 20 RMB higher than that of B, as well as the price difference. 加拿大金融代写
(2) Given an investment strategy that holds 1000 shares of A at the beginning of the 15 days, 100 shares will be sold on days that A is more than 20 RMB higher than B. The sold amount will be used to buy the relevant number of stock B shares. Use a for loop to find the numbers of A and B shares at the end of 15 days.
(3) Solve the problem above without using a loop.
(4) Find the net increase of the portfolio at the end of 15 days.
After you have understood/solved the above problems, go to LMO to attempt the online questions (Questions 1-8, Page 1).
Project 2
The present value of cash Ct received at a future year t could be computed using the zero-rate rt of that year:
where PV(Ct ) is the present value of Ct .
1. Write a user-defined function PresentValue(Cash,ZeroRates, Years) that computes the present values of Cash paid at Years with ZeroRates. Note that the inputs of the function should be 1-D arrays of the same size.
2. Holding a zero-coupon bond that matures in T years implies receiving the face value at the end of year T. The bond price is hence the present value of the face value. Use your function to find the price of the following bond:
Bond A matures in 6 years with a face value of 1000RMB. The zero rate for that year is 4%. 加拿大金融代写
3. Holding a coupon-bearing bond that matures in T years implies receiving C amounts of coupon at the end of each year on or before T, as well as the face value at the end of T. The bond price is hence the sum of the present value of the future cash payments until the maturity time T. Use your function to find the price of the following bond:
Bond B matures in 5 years with a face value of 1000RMB. The bond pays a 50RMB coupon at the end of each year.
The zero rates for year 1 to 5 are [3.5%, 3.4%, 3.6%, 3.6%, 3.8%].
After you have understood/solved the above problems, go to LMO to attempt the online questions (Questions 9-18, Page 2).
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