找人帮忙做一个MATLAB PRICE EXOTIC OPTION的PROJECT. 除了给你论坛币以后， 如果你是有QUANT BACKGROUND或者IB BACKGROUND的， 我可以帮你内推JP MORGAN CHASE的职位。

内容如下：Two‐Asset “OUT” Barriers

a)Working m‐files to price TWO-ASSET“OUT “exotic option (check correctness of your output versus Haug Table 5‐7, p. 217) and

b)Summary PowerPoint presentation covering:

i.Define the Exotic Option Type

ii.Illustrate with Numerical Example = plot/chart price of exotic for range ofinput values

iii.Numerical analysis of key Greeks = plot/chart delta, theta and vega of exoticfor range of

inputvalues versus vanilla option

BOOK: Options,Futures and Other Derivatives by John C. Hull

期限：6月24号之前。

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