POH E-SHAWN, ALVIN

Samples of Work Done

 

 

A) Microsoft Excel

 

   Lookback Options Calculator    

created using Microsoft Visual Basic Editor; calculation by Matlab or Excel; Figure of price path simulation

 

 

   Computation of Bond Duration using Nelson-Siegel Method  

in Excel for portfolio of bonds

 

 

B) Mathworks Matlab

 

   Pricing of American Options  

using trinomial lattice & incorporating values of delta & gamma

 

           

   Pricing of European Options  

C) SAP

 

Configuring SAP according to business requirements of a fictitious company

 

 

Ó 2005 Poh E-Shawn, Alvin. All rights reserved.