Overall grade: A (4.00/4.00)
Item | Grade | Letter |
---|---|---|
Homework | A | |
Midterm | 28/40 | |
Final Presentation | 17/20 | |
Final Report | 19/20 |
In a group of three, we investigated the application of Stochastic Calculus in Economics, specifically the derivation of Black-Scholes-Merton equation. You may access our presentation slides here. It was mainly focused on three parts: Brownian motion, stochastic calculus, and risk-neutral pricing (including the derivation of Black-Scholes-Merton equation). Our final report is titled Black-Scholes-Merton Equation and Risk-Neutral Pricing.