11 sample documents related to FI 8000

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  ps4.pdf

  Bowling Green FI 8000
  

  Problems 1 through 6: Use the Rates Spreadsheet posted on the website to answer questions 1 through 6. Be sure to read the instructions for the Rates Spreadsheet before using it. 1. Use the Yield worksheet to answer the following questions. a) Adjust
   
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  ps3sol.pdf

  Bowling Green FI 8000
  

  Problems 1 through 6: Use the Portfolio Frontier Spreadsheet to solve these problems. 7. a) w(A) = 0.3307, w(B) = 0.6693, E(r) = 10.68%, stDev = 14.13% b) A: $112,351.65; B: $227,378.34; f: $60,270.01; E(r) = 9.67% c) A: $46,813.19; B: $94,740.97; f:
   
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  staccts.pdf

  Bowling Green FI 8000
  

  Name Acuff, Jennifer E. Coger, Jarrett P. Duckett, Zachary R. Englhardt, Michael J. Gordon, Jon L. Gray, Eric D. Howard, Jeffrey S. Ji, Zhongbin Levert, Thomas E. Lloyd, Adam S. Ma, Nan Maier, Robin A. Malpeli, Robert C. McDonald, Dana W. Mclemore, W
   
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  ps2sol.pdf

  Bowling Green FI 8000
  

  1. Since the initial margin is $20,000 per contract, we must put up $100,000 for the \"long position in 5 contracts\" and $40,000 for the \"short position in two contracts.\" Note that the variation levels are $75,000 and $30,000, respectively. The \"Mar
   
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  syllabus.pdf

  Bowling Green FI 8000
  

  Fi8000: Valuation of Financial Assets Summer Semester 2006 Dr. Jason Greene Associate Professor of Finance Office: Robinson College of Business 1243 E-mail: jgreene7@gsu.edu Course Web Site: http:/www2.gsu.edu/~fncjtg/Fi8000 Class meetings: Aderhold 204,
   
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  ps1.pdf

  Bowling Green FI 8000
  

  Option Payoffs Problems 1 through 10: Assume that the stock is currently trading at $20 per share and options and bonds have the prices given in the table below. Depending on the strike price (X) of the option or the face value (FV) of the bond, do the fo
   
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  ps2.pdf

  Bowling Green FI 8000
  

  Futures and Forward Contracts 1. Follow the price of an S&P 500 Futures contract (traded on the CME) for 5 days. Use the contract that calls for delivery in a month or so. Assume that the initial margin is $20,000 and the variation margin is $15,000 per c
   
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  ps3.pdf

  Bowling Green FI 8000
  

  Problems 1 through 8: You should use the Portfolio Frontier Spreadsheet posted on the website to solve these problems. For each problem, set the initial parameters in the relevant spreadsheet according to the table below. You should try to answer a few of
   
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  ps4sol.pdf

  Bowling Green FI 8000
  

  For questions 1 through 6, use the Rates Spreadsheet posted on the course website. 7. Note that the rebalancing transactions in parts b) and c) both rebalance from the holdings in part a). a) Duration PV or Price Weight Number Liability 8.45957 $55,092.54
   
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  durationrules.pdf

  Bowling Green FI 8000
  

  Duration: D= w t t t =1 T where Duration Rules wt = t PV ( CFt ) (1 + y ) = Price of asset PV (asset ) CF t 1. The duration of a zero-coupon bond is equal to its maturity. 2. Holding maturity constant, a bond\'s duration is inversely/negatively related to
   
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  ps_forward.pdf

  Bowling Green FI 8000
  

  Futures and Forward Contracts 1. Follow the price of an S&P 500 Futures contract (traded on the CME) for 5 days. Use the contract that calls for delivery in a month or so. Assume that the initial margin is $20,000 and the variation margin is $15,000 per c