Friday, September 08, 2006

week 25...

Call Option using Finite Differences (explicit scheme) Posted by Picasa (as part of hw for ACF course...)

This week was a bit mellow. The big thing was a presentation due for SAF course, where we had to price a "Human Capital Contract" (a sort of a student loan, except the payment is tied to the future income of the student..). The interesting analysis involved projections of MFE grad salaries over the next 10 years (accounting for economy cycles..). Similar contracts are already in place by companies like MyRichUncle, Lumni, etc..


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