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practice questions for exam 2

practice questions for exam 2 - FINA 4320/6320 Derivatives...

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1 FINA 4320/6320 Derivatives Security Markets Practice Exam Questions for Second Exam Covering topics in Chapters 5 to 8 Instructions: You will be given the following equations and the cumulative normal probability table for the upcoming exam. 0 1 2 ( ) ( ) c r T C S N d Xe N d = 2 0 1 [1 ( )] [1 ( )] c r T P Xe N d S N d = 2 0 1 ln( ) ( ) 2 c S r T X d T σ σ + + = 2 1 d d T σ =
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