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Unformatted text preview: Applications: Callable bonds and convertible bonds LTCM and portfolio insurance Correlation vehicles (trading equity correlations) Credit default swaps and corporate bonds NBA6730-Derivative Securities I 4 Final Exam Rules 1 hour and 15 minutes (you must take the final exam with the section in which you are registered) Closed books and notes Cheat sheet: 1 side only, letter-size paper! Bring a calculator (no wireless communication function) Preparation Do study in the Fall break! Class notes Assignment (part I questions) Practice questions Readings (should only complement course notes) 3 NBA6730-Derivative Securities I 5 Johnson School Online Course Evaluation (NBA6730)...
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This note was uploaded on 10/31/2010 for the course NBA 6730 at Cornell University (Engineering School).