i cho phép ch s h u mua m t c phi u c a công ty v i gi� th c hi n là 15 ọ ồ � �

I cho phép ch s h u mua m t c phi u c a công ty v i

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i cho phép ch s h u mua m t c phi u c a công ty v i giá th c hi n là 15 ế đô la. Các tùy ch n này h t h n sau 6 tháng, t i th i đi m đó, c phi u c a công ty s ế ế đ c bán m t trong hai m c giá, $ 10 ho c $ 20. T l không có r i ro là 6%. Giá tr ượ ỷ ệ c a tùy ch n cu c g i c a công ty này là gì? h. M i tham s tùy ch n cu c g i có nh h ng gì đ n giá tr c a tùy ch n cu c g i? ưở ế 1. Giá c phi u hi n t i ế 2. Giá t p th d c 3. Đ dài c a th i gian tùy ch n 4. Lãi su t phi r i ro 5. S thay đ i c a giá c phi u ế i. S khác bi t gi a h p đ ng t ng lai và t ng lai là gì? ươ ươ
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j. Gi i thích ng n g n v cách hoán đ i làm vi c. k. Gi i thích ng n g n v cách m t công ty có th s d ng h p đ ng t ng lai và hoán ươ đ i đ phòng ng a r i ro. 1. Qu n lý r i ro doanh nghi p là gì? T i sao nó quan tr ng đ i v i t t c các công ty? PART 2: show your understanding of future and covered warrants in Vietnam. Part 3: download the price of one stock and VN-Index or HNX-Index (depending on where your stock is being listed) Question 1. Compute the Standard deviation of your stock return, the correlation of your stock return and VN-Index or HNX-Index, the beta and the expected return of your stock. Feel free to add additional assumptions. Question 2. Compute the Greek letters of your stocks by using Excel and R (show both script coding and results). Question 3: Price the European call and put option of the stock with 2-year maturity, 5 steps, risk free rate of 8% by binomial tree (replicating portfolio and risk neutrality) and Black-Scholes model in Excel spreadsheet and R (with charts and answers). Assume K = S. You can add assumptions for your computation! End
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