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日期:2018-04-26 07:13

In particular “five marks out of 100 will be deducted for coursework

submitted within 24 hours of the deadline and a further five marks will

be deducted for each subsequent 24-hour period (working days only)

until the coursework is submitted. After five working days, coursework

will only be accepted with the permission of the Chair of the Sub-Board

of Examiners”.

• Please submit two spiral bound copies of your project report. In

addition, please upload your report as a PDF-file and all other

files containing your computer codes, figures, etc. via Moodle.

If your candidate number is 123456 then name your PDF file

CN123456report.pdf. You can check your candidate number on

‘LSE for You’. Name the other electronic files similarly and

make sure that none of the electronic files contains your name.

• Make sure that the title page of your printed report contains

your candidate number but not your name. Make a copy of

this title page, write your name on it and submit this separately

along with the two bound copies. (This is for the administrators

to keep track of your reports and will not be forwarded to the

examiners.)

• When you submit the electronic copy on Moodle you will be

asked to confirm, by submission that you understand the School’s

regulations on plagiarism and assessment, and by submitting

your work on Moodle you are confirming that all work contained

within your work is your own, apart from properly referenced

quotations.

Keep in mind that you are asked to write a report and not just

a question-answer style exercise set solution. The report should be

maximum 25 single sided A4 pages including plots and the bibliography

but excluding the title page and the codes. The font size must be at

1

2 ST433 COMPUTATIONAL METHODS IN FINANCE AND INSURANCE

least 11pt and the line spacing should be 1.5. The left hand margin

should be 3.5cm and the right hand margin should be 2.0cm. Footnotes

are not allowed. In addressing the problems, explain carefully in the

main body of the text what you are doing to solve these tasks and any

observations you make during the simulations. You are free and in fact

welcome to make further studies in the context of each problem. This

will have a positive influence on your final mark.

Marks are awarded for the overall structure and presentation of the

project as well as the quality of research carried out. Great emphasis

will be put on your ability to communicate your results and methods.

You are free to use any platform for your simulations or numerical

studies. However, a single platform should be used throughout the

entire project. Collaboration for writing the code is not allowed. You

will need to write the codes as well as the report yourself. It is in your

own interest to contain comments in your codes.

The project consists of 4 problems. You must solve ALL problems.

Layout:

The elements described below are required parts of the thesis. Once

again, please do not include your name on any part of the thesis.

Title page: This should include “Department of Statistics 2018”,

the title “Project in Computational Finance and Insurance”,

your candidate number, and the statement “Submitted for the

Master of Science, London School of Economics”.

Main sections: the body of your work, laid out in sections relating

to the individual questions.

Bibliography: plagiarism is viewed as a serious o↵ence and you

should take great care to cite all sources used in your project.

Codes: Please include your codes in an appendix at the end of

your thesis.


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