My Techlab Webpage Charles Vu 2002-2003 Iteration 1-1
Date: 09/05/02 - 09/15/02
Plan: To research possible option pricing models to be tested in my research project. The goal is to find popular option pricing models through books and the Internet, hopefully narrowing the project down to only the most promising four or five pricing models for simplicity.

Design: Research the Internet as well as the Introduction to Futures and Options Markets by John Hull for promising option pricing models. Hopefully I can find the four or five most promising models and the basic merits and problems with each model to keep in mind after the testing.

Code: This iteration will be exclusively research.

Testing and Development: I have concluded to use the following fout models for testing: Black-Scholes, binomial model, Black's approximation, and Whaley quadratic approximation. I will code this in order, and possibly add more models if time permits.

Assignments First Quarter