1Ramaswamy, KrishnaFrom:FINANCIAL DERIVATIVES [[email protected]] on behalf of Ramaswamy, Krishna [[email protected]]Sent:Thursday, February 04, 2010 9:45 PMTo:[email protected]Subject:Fin DERIVATIVES!! Weekly e-mail sent Thursday 4 Feb 2010Importance:HighDear All:1.This week’s lecture dealt with the pricing of futures for commodities; we covered aspects of hedging as well. Youwill find relevant material in Chapter 5 of Hull (esp in Sections 5.11 onward, Chapter 3 of Hull, and of course inmy NotestoLectures file named “NLFeb1‐5” in the web café, which you must now read hard.2.If you haven’t already done so, please read up on the HTA contract that we discussed in class early this pastweek.3.In Hull’s text, you should work out Hull’s Problems related to pricing, 5.1‐5.12, 5.15, 5.24, and attemptAssignment Questions 5.25 and 5.27. You should also work out Problems 3.1 to 3.6, and attempt 3.7, afterreading Chapter 3 on Hedging Strategies. The Solutions Manual for the Problems is available on Reserve in
This is the end of the preview.
access the rest of the document.