Programming and calculation tools can use Excel, SAS, Python, R, Matlalb and all other tools that are good at programmable and calculation.

Specific requirements are as follows:

Objective: To calculate the volatility risk premium (VRP) of the Chinese market based on the SSE 50

Assignment requirements: produce a simple report in any form, preferably with data, formulas and graphs.

The report must, but is not limited to, include

1. implied volatility selection and presentation;

2. volatility selection and presentation of implemented volatility.

3. Data exceptions encountered in the code implementation and their handling.

4. the final result graph.

5. Analysis of the volatility risk premium and its causes.

Annexes must, but are not limited to, include

1. code source files (with comments)

2. final results table (.xIsx or .csv)