Est. Budget: $40.00
You work in a quantitative group of a small European bank.
Your section head has asked you to come up with a pricing method for a certain OTC derivative product. She has asked you to prepare a report for her
(i) the pricing method and giving
(ii) some numerical examples.
She has made it clear that your performance will be reflected both in your bonus and in her view of your suitability for the job