CS 476/676:  Numerical Computation for Financial Modeling

Assignments

 

There will be 3 assignments in CS476/676. For undergraduate students, the assignments count 50% and the final exam, 50%. All assignments are equally weighted. For graduate students, the assignments count 60% and the final exam, 40%. There will be extra assignment questions for the graduate students. All assignments are equally weighted.

 

Assignments will be listed here once they become available.

  • Assignment 1 (Version Jan 20, 2020) (Due Feb 5 ), Cover page
  • Assignment 2 (Due Mar 2 ), Notes on Dynamic Hedging
  • Assignment 3 (Due Apr 1 )
  • Revised Assignment 3 (Due Apr 1 )
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      Assignment Policies

      • Sufficient comments should always be included in submitted code to make the code clear and understandable. You must document each function with a brief purpose and a description of the input and output.
      • Late assignments will only be considered in exceptional circumstances, and in no case will an assignment be accepted after solutions are known. See the course outline for further details on late penalties.



      Following directions

      The penalty for not following directions (e.g., no hardcopy or softcopy when needed, failing to attach the cover page, etc.) will be at least a 20% deduction, which might be applied to individual problems or the whole assignment, depending on the offence.  Please read assignments carefully and follow the instructions.  If in doubt, ask!

       

      Plagiarism Policy

      Senate Undergraduate Council has asked us to post the following paragraph:

      "Students are expected to know what constitutes academic integrity, to avoid committing academic offenses, and to take responsibility for their actions. Students who are unsure whether an action constitutes an offense, or who need help in learning how to avoid offenses (e.g., plagiarism, cheating) or about 'rules' for group work/collaboration should seek guidance from the course professor, TA, academic advisor, or the Undergraduate Associate Dean. For information on categories of offenses and types of penalties, students should refer to Policy #71, Student Academic Discipline, http://www.adm.uwaterloo.ca/infosec/Policies/policy71.htm. Students who believe that they have been wrongfully or unjustly penalized have the right to grieve; refer to Policy #70, Student Grievance, http://www.adm.uwaterloo.ca/infosec/Policies/policy70.htm."

      All work in CS 476/676 is to be done individually. The penalty for plagiarism is an assigned mark of negative 100 percent of the value of the assignment or test, consistent with School of Computer Science policy. In addition, a letter detailing the offense is sent to the Associate Dean of Undergraduate Studies, meaning that subsequent offenses will carry more severe penalties, up to suspension or expulsion. To avoid inadvertently incurring this penalty, you should discuss assignment issues with other students only in a very broad and high-level fashion. Do not take notes during such discussions, and avoid looking at anyone else's code, on screen or on paper. If you find yourself stuck, contact the teaching assistant or instructor for help.



Last modified on Sunday, 18 October 2020, at 14:35 hours.