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CHAPTER 15
Options on Stock Indices and Currencies
Practice Questions
Problem 15.8.
Show that the formula in equation (15.9) for a put option to sell one unit of currency A for
currency B at strike price K gives the same value as equation (15.8) for a cal
Fin 462/562
Derivative Markets and Financial Institutions
Lundquist College of Business, University of Oregon
12/20/2015
Instructor
Teaching Assistant
Class Hours
Office Hours
Course Website
Prof. Youchang Wu, ywu2@uoregon.edu, (541) 346-5126
Arash Dayani
Finance 462: Test #2, Fall 08
Lundquist College of Business
University of Oregon
Ali Emami
Student Name:_
Favorite Ice Cream:_
Please answer all questions and make sure to show your calculations and/or graphs. You are allowed to use a calculator
to help w
Finance 462: Test #2, Fall 07
Student Name:_
Lundquist College of Business
University of Oregon
Ali Emami
Favorite Ice Cream:_
Please answer all questions and make sure to show your calculations and/or graphs. You are
allowed to use a calculator to help w
Finance 462: Test #1, Fall 2010
Student Name:_
Lundquist College of Business
University of Oregon
Ali Emami
Favorite Restaurant:_
Please answer all questions and make sure to show your calculations and/or graphs. You are
allowed to use a calculator to hel
Finance 462: Test #1, Spring 2013
Lundquist College of Business
University of Oregon
Ali Emami
Student Name:_
Favorite Doughnut:_
Please answer all questions and make sure to show all calculations for questions marked with (*). Correct answers
without cal
HW #2 462 CH 456
Multiple Choice
Identify the letter of the choice that best completes the statement or answers the question.
_
_
_
_
_
_
1. An interest rate is quoted as 5% per annum with semiannual compounding. The equivalent rate with (a) annual
compou
Finance 462: Test #2, Winter 09
Student Name:_
Lundquist College of Business
University of Oregon
Ali Emami
Favorite Sport:_
Please answer all questions and make sure to show your calculations and/or graphs. You are
allowed to use a calculator to help wit
Finance 462: Test #1, Spring 09
Student Name:_
Lundquist College of Business
University of Oregon
Ali Emami
Favorite Food:_
Please answer all questions and make sure to show your calculations and/or graphs. You are
allowed to use a calculator to help with
Finance 462: Test #2, Fall 2010
Student Name:_
Lundquist College of Business
University of Oregon
Ali Emami
Favorite Doughnut:_
Please answer all questions and make sure to show your calculations and/or graphs. You are
allowed to use a calculator to help
HW #1 462 Fall
Multiple Choice
Identify the letter of the choice that best completes the statement or answers the question.
_
1. The three types of traders in futures, forwards, and options are:
_
2.
_
3.
_
4.
_
5.
_
6.
a. Traders in NSE, CBT, and CBOE.
b
Finance 462: Test #2, Fall 08
Student Name:_
Lundquist College of Business
University of Oregon
Ali Emami
Favorite Ice Cream:_
Please answer all questions and make sure to show your calculations and/or graphs. You are
allowed to use a calculator to help w
Finance 462: Weekly Report Week 3 (4/20 - 4/24)
Name_
A. Buy futures based on expectations of interest rates:
1. Increase or decrease by 3% of portfolio value
Commodity Futures_ # of futures _ Price
paid_
Non-US Currency Futures_ # of futures_ Price
Paid_
Finance 462: Test #2, Winter 09
Student Name:_
Lundquist College of Business
University of Oregon
Ali Emami
Favorite Sport:_
Please answer all questions and make sure to show your calculations and/or graphs. You are
allowed to use a calculator to help wit
Finance 462: Test #2, Fall 07
Student Name:_
Lundquist College of Business
University of Oregon
Ali Emami
Favorite Ice Cream:_
Please answer all questions and make sure to show your calculations and/or graphs. You are
allowed to use a calculator to help w
Global Derivative Debacles Downloaded from www.worldscientific.com
by UNIVERSITY OF OREGON on 10/01/16. For personal use only.
GLOBAL
DERIVATIVE
DEBACLES
From Theory to Malpractice
Global Derivative Debacles Downloaded from www.worldscientific.com
by UNIV
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Appendix. Formulas (The formulas are in their generic forms. You need to interpret them carefully
to get a proper version of the formulas that fits your specific applications!)
Hedging Using Futures
1) h*
2)
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Case - Targhee Log Homes1
Targhee Log Homes, located in the scenic Teton Valley, Idaho, buys select-grade
Lodgepole Pine timber from loggers in and around the Targhee/Caribou National Forest,
which covers large portions of the states of Idaho and Wyoming
Memo
To:
Finance 462
From:
Case 3, Bidding for Antamina
Date:
Nov 12, 2015
Members:
Jeremy Zhao, Yiren Wang, Yile Ye, Yuanzhuo Qu
In the 1990s, the government wanted to transform the state owned companies into private
companies. The Antamina mine, which w
Corporate Applications
Chapter 4, 13
Debt and Equity are types of options
Suppose a firm has a single bond issue outstanding.
1 year, Zero Coupon, Face Value F = $5 million
V*= the value of the firm's assets on the bond's maturity date.
There are two
BlkSchol.xls
Current Value of underlying asset (S)
Exercise price (strike) of option (K)
Life remaining for option (t) - in years
Riskless interest rate over option life
standard deviation in the value of the underlying ass
$1,929.73
$602.00
2.00
7.87%
33
BlkSchol.xls
Current Value of underlying asset (S)
Exercise price (strike) of option (K)
Life remaining for option (t) - in years
Riskless interest rate over option life
standard deviation in the value of the underlying ass
$1,109.93
$602.00
2.00
7.17%
33