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final2011 - Introduction to derivatives Fall 2011 BUSI 588...

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Unformatted text preview: Introduction to derivatives, Fall 2011 BUSI 588, Final exam Introduction to derivatives BUSI 588, Final Exam, Fall 2011 Name: ID#: Section#: • Please include the front page of the exam stapled with the rest of your exam answers. Turn in page 2 separately. Also, please return separately pages 3–7 of the exam. • This exam contains a total of five questions of which you are to answer all five . • You have 2.5 hours to answer the questions, plus an additional 15 minutes to format and/or print your exam (i.e. make sure things print out nicely, your solutions are in order, ...). • The exam is closed book. You may not consult your notes, readings, or any material dis- tributed in class. No collaboration is allowed. You may not use any pre-programmed macros or spreadsheets, other than a plain vanilla Black-Scholes calculator. • You are free to submit your answers in any “hard-copy” combination of the following three forms: (1) handwritten sheets, (2) a single word-file, and (3) a single excel file (a workbook with possibly several spreadsheets). If I were to do this exam, I would format files in such a way that I can organize them neatly in a short amount of time. Perhaps handwritten plus spreadsheets, perhaps just spreadsheets. • If you are using a computer, please please please do save your files frequently. • Turn in your answers in paper sized 216mm by 279mm (if you print your answers they will be in 216 by 279mm paper). Do not use the exam itself to answer the questions. • The honor code applies. • Try to have some fun. • Please sign below to confirm you have read and understood the above instructions. Question # Maximum Score Actual Score 1. Oratio Dominica 35 2. Fifty-cents 25 3. Trader Smurf 30 4. Goldensacks Bank 30 5. Johannes Brahms 30 Total score 150 c Diego Garc´ ıa, Kenan-Flagler Business School Page 1 of 7 Introduction to derivatives, Fall 2011 BUSI 588, Final exam Team evaluation form. Name: List the other members in your study group. Evaluate their contribution to the group assignments. Assign each one a score based on the following scale. (Responses will be mean-adjusted so it does not benefit anyone to inflate scores.) 3 = group member did significantly more work than the average group member 2 = group member did roughly the same amount of work as the average group member 1 = group member did significantly less work than the average group member 0 = group member did not participate in group work Group member Grade (0-3) 1. Me 2. 3. 4. If you assigned a group member a score of zero, briefly explain. c Diego Garc´ ıa, Kenan-Flagler Business School Page 2 of 7 Introduction to derivatives, Fall 2011 BUSI 588, Final exam Problem 1 - Oratio Dominica (35 points) 1. The Black-Scholes ABC....
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This note was uploaded on 11/25/2011 for the course BUSI 588 taught by Professor Staff during the Fall '10 term at UNC.

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final2011 - Introduction to derivatives Fall 2011 BUSI 588...

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