Structured Products
Spring 2005
Assignment 9
說明一 : pdf檔的商品號碼(12.13.13.13.13)應該是老師打錯，
正確為 12.13.14.15.16 ! 我明天會跟老師確定.
說明二 :
"Volatility Estimation and Volatility Smile" pdf 檔已經上傳。
For the five products (12 – 16) assigned this week, your assignment is based on
the last two digits of your ID number as follows:
Product 12: ID from 1 – 12
Product 13: ID from 13 – 24
Product 14: ID from 25 – 34
Product 15: ID from 35 – 46
Product 16: ID from 47 - 65
(You are encouraged to do more than just the product assigned to you)
For your assignment, do the following:
1. Prepare a written report on your product, including product introduction,
product analysis (e.g., pricing procedures, decomposition, etc.), and any
other relevant issues(e.g., hedging consideration, etc.) that you want to
talk about
2. Prepare a formal presentation of your product (as discussed in your
written report), .
Your talk should be no less than 10 minutes and use PowerPoint slides
for your presentation.
For those of you who have already been picked before, you will be asked
to do the presentation if being randomly picked again.
Be prepared to answer questions from the audience.
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