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

### Recently Asked Questions

- What is law of diminishing marginal utility? What are its practical applications in the real life?

- Please help me to understand two parts of this question. I dont need the entire problem solved, just an understanding in the integration. Thanks! The second

- Please read through this and summarise what you have learned. The Three Approaches Similarities: Crosby, Deming, and Juran agree that it is management's