This is UK Based work, reference style in Harvard. Task: Compare and contrast the binomial tree, Monte Carlo simulation, and finite difference methods for valuing derivatives. Word Limit: 2500 words. Pass Mark: 50%. Writing advice: A good starting point for your essay would be to read Chapter 19 of John C. Hull (2008) [options, futures, and other derivatives]. Then, try to identify a relevant sample of academic papers (from good quality journals) upon which to base your essay. For a good collection of papers (including papers of a recent vintage), see the advanced search option in the JSTOR website: http://www.jstor.org/search/AdvancedSearch. Note also that working papers (pre-published papers) can be referenced; see the SSRN website for further details (www.ssrn.com). However, be cautious of using two many pre-published papers as their quality is more difficult to assess in comparison to papers published in high quality journals (only high quality journals form part of the JSTOR collection). The key is to base your essay on a good quality sample of the relevant literature.
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