Overview:

A collection of the assignments I submitted during the my Master’s in Computational Finance. Those that are independent of the question’s set are illustrated by a **.

Warning
Please be aware that I strongly advise you do not copy them as you will almost undoubtedly trigger the plagiarism protocols in place.

Contents:

• General Purpose
  • Itô Formulae
• Numerical Methods for Finance (COMP0043)
  • Mid-Term Q1
  • Mid-Term Q2
  • Summer Assessment Q2
  • Summer Assessment Q3
• Data Science ** (COMP0047)
  • Coursework
• Market Microstructure (COMP0049)
  • Coursework
• Machine Learning with Applications in Finance ** (COMP0050)
  • Coursework Q1
  • Coursework Q2
  • Coursework (Combined)
• Numerical Optimisation (COMP0120)
  • Coursework 1
  • Coursework 2
• Summer Project (COMP0077)
  • Pricing Interest Rate Swaps in Traditional and Decentralised Finance

Note:

Dear reader,

This is simply a repository of some of the assignments I undertook during my time on the Master’s Programme: MSc Computational Finance, at UCL. It does not include those that required handwritten answers, as they would be far too specific and perhaps difficult to follow in places. In truth, I do not expect them to be of much interest to the average reader as some of them answer a set of questions which I have not provided – as it would be inappropriate to do so, I merely hope they will offer an idea of what is expected.

H ✌️

Modules not included: Probability Theory & Stochastic Processes (COMP0045); Financial Engineering (COMP0048); Applied Computational Finance (COMP0041).

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