1.Program a Monte Carlo model for options on Energy. It should be mean-reverting and include spikes.

Give several alternative structures. How much would be issued in each tranche and what coupon would each tranche pay?

2.Write a Matlab program to value a swing swap

Give several alternative structures. How much would be issued in each tranche and what coupon would each tranche pay?

2.Write a Matlab program to value a swing swap

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