Actsc 446 - Derivatives Markets 2nd Edition R.L McDonald 1...

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STAT/ACTSC 446/846 Assignment #1 (due September 28, 2007) Introduction to derivatives Note: When handing in your assignment, please use a cover page showing only your UWID number and section (lecture) number. Please write your name on the first actual page of your assignment. ACTSC/STAT 846 students: please indicate on the cover page that you are a graduate student by writing “846”. Problems from the textbook
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Unformatted text preview: Derivatives Markets, 2nd Edition, R.L. McDonald : 1) First Examples: [Ch2 and Ch5] Chapter 2: ex 2.5 2) How can Derivatives be used? [Ch3 and Ch 4] Chapter 3: ex 3.7 (data are given at the top of the same page), ex 3.15 and ex 3.16 Chapter 4: ex 4.7 and ex 4.10 3) No-arbitrage principle and Pricing of simple derivatives [Ch5] Chapter 2: ex 2.9 Chapter 5: ex 5.8 and ex 5.10...
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