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This document discusses homework on financial product design and evaluation for week 11. It contains the filenames of 3 MATLAB files: myprimes.m, HaltonPaths.m, and HaltonLookbackCall.m. The files seem to be related to prime numbers, Halton sequences, and using Halton sequences to evaluate lookback call options.

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This document discusses homework on financial product design and evaluation for week 11. It contains the filenames of 3 MATLAB files: myprimes.m, HaltonPaths.m, and HaltonLookbackCall.m. The files seem to be related to prime numbers, Halton sequences, and using Halton sequences to evaluate lookback call options.

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24 views2 pages

Deabbd 33 Fe 5 A 3 A 03 F 503

Uploaded by

This document discusses homework on financial product design and evaluation for week 11. It contains the filenames of 3 MATLAB files: myprimes.m, HaltonPaths.m, and HaltonLookbackCall.m. The files seem to be related to prime numbers, Halton sequences, and using Halton sequences to evaluate lookback call options.

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金融商品設計與評價 HW -Week11 108071510 林呈憲

1. Lookback option
Result:

Code:
(1) myprimes.m

(2) HaltonPaths.m
(3) HaltonLookbackCall.m

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