Final Exam_s212 - Final Exam Revision Final Exam Revision...

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1 Final Exam Revision Time and Location: See information via your my.unsw account Duration: 2 hours Format: (T o parts Total marks 40) Format: (Two parts, Total marks 40) 20 MCQ, 1 mark each (total 20 marks) 3 written questions, (total 20 marks) Topics covered: Lectures 5-12 Please bring your student ID, Pen(s), Pencil(s), eraser, and and a UNSW approved calculator to the exam Consultation hours: will be posted on Blackboard. 1 Final Exam Revision Currency swap Design a currency swap Value a currency swap Fundamental of Options Terminology 2 Terminology Effect of stock dividends and splits Factors that affect the options premium Restriction on options prices: upper & lower bounds identify arbitrage opportunity and construct strategies. Final Exam Revision Put-call parity for European options Verify the parity Identify arbitrage opportunities and construct strategies Replicate securities
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