Comments on grading of the computer test - moed bet
Note there were several versions of the test, with different numerical parameters!
Each question was graded out of 50. Within each question I gave points as follows:
- 25 points for a basic functioning program that does the minimum needed (compute the
value of the probability for a single value of a and sigma in question 1, compute the
value of the contract for a single value of B in question 2, solve the PDE in some
manner in question 3).
- 10 points for relating to the issues in writing the program. For example: choice of
method where more than one was available, choice of numeric parameters (such as "N" and "M" in
questions 1 and 2, "h" and "k" in question 3; also choice of a sensible number of values
of a or sigma in question 1), deciding what results are worth looking at.
- 15 points for giving results and discussion, if needed.
Basic Matlab code for solving question 1a.
Resulting plot.
Basic Matlab code for solving question 1a.
Resulting plot.
Basic Matlab code for solving question 2 for a single value of B.
Same, for a range of values of B.
Resulting plot.
Basic Matlab code for solving question 3.
Resulting plot.
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