MTH305 Risk Management
Coursework Project Instructions
November 2024
1 General Information
1. The coursework contributes 15% towards your final module grade.
2. In the coursework, you will work with a portfolio of stocks and bonds, and assess its market risk.
3. The coursework covers weeks 1 to 7, with the class demonstration file in week 7 and the lab in weeks 4 and 7 especially related to the MATLAB work.
4. You should use MATLAB only, and please use the provided files only.
5. Open the live script. file ’MTH305 CW2.mlx’ and follow the instructions therein.
2 Submission
1. The submission deadline is 3pm on 22 November 2024 (Friday of week 10).
2. Submit the result file ’results.mat’ in the first submission link (do not rename or zip the file).
• Not making the correct submission will have a penalty of 10 marks.
3. Submit other files in the second submission link (do not rename or zip files):
• the live script. file ’MTH305 CW2.mlx’ that contains your work
• functions you have defined [it is not required that you define functions].
• Not making the correct submission will have a penalty of 10 marks.
4. Please do not submit the data file ’MTH305 CW2 data.mat’, the functions ’im- port data.m’ and ’VaR count.m’, or MATLAB built-in functions.
5. You can edit your submissions by clicking the button ”Edit submission” . Editing submission after the deadline will be viewed as late submission.
6. Late submission will have a penalty of 5 marks per working day, up to a maximum of five working days.
• Less than one working day will be counted as one working day.
• Work received more than five working days after the submission deadline will receive a mark of zero.
7. Abnormal similarity of MATLAB code will be subjected to investigation as per the academic integrity policies, and in the worst case, resulting in zero mark and the disciplinary process.
8. Students who believe that their performance may have been impaired by illness or other exceptional circumstances should follow the procedures set out in the Univer- sity’s ’Mitigating Circumstances Policy’ .
• Apply for Extension of Coursework Submission Deadline (e-Bridge – Academic Records – Mitigating Circumstances).
• The application must be made before the original submission deadline.