Weekly Email Sent 4 Feb 2010

Weekly Email Sent 4 Feb 2010 - Ramaswamy, Krishna From:...

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1 Ramaswamy, Krishna From: FINANCIAL DERIVATIVES [FNCE206-001-10A@LISTS.UPENN.EDU] on behalf of Ramaswamy, Krishna [krishna@WHARTON.UPENN.EDU] Sent: Thursday, February 04, 2010 9:45 PM To: FNCE206-001-10A@LISTS.UPENN.EDU Subject: Fin DERIVATIVES!! Weekly e-mail sent Thursday 4 Feb 2010 Importance: High Dear All: 1. This week’s lecture dealt with the pricing of futures for commodities; we covered aspects of hedging as well. You will find relevant material in Chapter 5 of Hull (esp in Sections 5.11 onward, Chapter 3 of Hull, and of course in my 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 past week. 3. In Hull’s text, you should work out Hull’s Problems related to pricing, 5.1 5.12, 5.15, 5.24, and attempt Assignment Questions 5.25 and 5.27. You should also work out Problems 3.1 to 3.6, and attempt 3.7, after reading Chapter 3 on Hedging Strategies. The Solutions Manual for the Problems is available on Reserve in
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This note was uploaded on 03/27/2012 for the course FNCE 235 taught by Professor Roussanov during the Spring '09 term at UPenn.

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