Prof. PIRIM
Fall 2014, Session I
Options and Futures I (BusFin 4230 )
SOLUTION TO PROBLEM SET 1
Problem Set 1- Solution: Forward and Call Option Contract
This problem set is due at the beginning of class

Prof. PIRIM
Fall 2016, Session II
Options and Futures II (BusFin 4232)
Optional Problem Set 5: Black and Scholes Formula
This problem set is due at the beginning of class on Thursday,
December 1st, 2016.

Prof. PIRIM
Fall 2015, Session II
Options and Futures II (BusFin 4232)
Problem Set 2: Binomial Option Pricing: Multiple Periods-
European and American Option
This problem set is due at the beginning of class o

Prof. PIRIM
Fall 2014, Session II
Options and Futures I (BusFin 4230 )
Solutions to Problem Set 2: Call and Put Option Contract
This problem set is due at the beginning of class on Thursday, September
25th

Prof. PIRIM
Fall 2016, Session II
Options and Futures II (BusFin 4232)
Problem Set 3: Binomial Option Pricing: Multiple Periods-
European and American Option
This problem set is due at the beginning of class o

SOLUTIONS TO SAMPLE PROBLEMS
BUSFIN4230
1) a) Present Value of Dividend= e -0.08* 2/12 + e -0.08*5/12
= 1.954
Forward Price, F0,t = (50-1.954) e 0.08*6/12 = $50.01

Prof. PIRIM
Fall 2014, Session I
Options and Futures I (BusFin 4230 )
Problem Set 4: Risk Management
This problem set is due at the beginning of class on Thursday, October 9th,
2014. Hand in only one solutio

Prof. PIRIM
Fall 2014, Session I
Options and Futures I (BusFin 4230 )
Solutions to Problem Set 3: Call and Put Option Contract
This problem set is due at the beginning of class on Thursday, October 2nd,
2014

Prof. PIRIM
Fall 2016,Session II
Options and Futures II (BusFin 4232)
Problem Set 1: Parity and Other Option Relationships
This problem set is due at the beginning of class on Tuesday, November 1st, 2016.
Ha

Prof. PIRIM
Fall 2016, Session II
Options and Futures II (BusFin 4232)
Problem Set 4: Black and Scholes Formula
This problem set is due at the beginning of class on Tuesday, Nov 22nd 2016 . Hand in
only

BUSFIN 4232: OPTIONS AND FUTURES II
FALL 2016 (2ND SESSION)
INSTRUCTOR:
Prof. Pirim
OFFICE:
242 Fisher Hall
E-MAIL:
pirim.1@osu.edu (Please allow 24 hours to respond)
WEB PAGE:
Carmen
CLASS TIMES AND ROOMS: Tue/Thu 2:20 pm 3:40 pm, Schoenbaum Hall 215

Prof. PIRIM
Fall 2016,Session II
Options and Futures II (BusFin 4232)
Problem Set 1: Parity and Other Option Relationships
This problem set is due at the beginning of class on Tuesday, November 1st, 2016.
Ha

Prof. PIRIM
Fall 2016, Session II
Options and Futures II (BusFin 4232)
Problem Set 3: Binomial Option Pricing: Multiple Periods-
European and American Option
This problem set is due at the beginning of cl

Prof. PIRIM
Fall 2016, Session II
Options and Futures II (BusFin 4232)
Problem Set 2: Binomial Option Pricing: Multiple Periods-
European and American Option
This problem set is due at the beginning of class o

Prof. PIRIM
Fall 2016, Session II
Options and Futures II (BusFin 4232)
Problem Set 4: Black and Scholes Formula
This problem set is due at the beginning of class on Tuesday, Nov 22nd 2016 . Hand in
only

So in the aftermath of these events no one went to jail. Nothing that was being done was illegal it was
just bad business decisions. Therefore the leaders of the company had to take responsibility and fall on
their swords. Both chairman Key-yo-shi Taka-sh

OPTIONS AND FUTURE II
Business Finance 4232
Spring 2016 (Session II)
Instructor:
Professor Pirim
Office:
242 Fisher Hall
Phone:
688-1289
Fax:
292-2418
E-mail:
pirim.1@osu.edu
Web Page:
Carmen
Class Times and Rooms:
Tue / Thu
Office Hours:
Tuesdays
Textboo

Prof. PIRIM
Spring 2016, Session II
Options and Futures II (BusFin 4232)
Problem Set 2: Binomial Option Pricing: Multiple Periods-
European and American Option
This problem set is due at the beginning of class