Hull: Options, Futures, and Other Derivatives, Ninth Edition
Chapter 16: Employee Stock Options
Multiple Choice Test Bank: Questions with Answers
1. Which of the following is true?
A. An employee stoc
Hull: Options, Futures, and Other Derivatives, Ninth Edition
Chapter 17: Options on Stock Indices and Currencies
Multiple Choice Test Bank: Questions with Answers
1. Which of the following describes w
Hull: Options, Futures and Other Derivatives, Ninth Edition
Chapter 3: Hedging Strategies Using Futures
Multiple Choice Test Bank: Questions
1. The basis is defined as spot minus futures. A trader is
Hull: Options, Futures, and Other Derivatives, Ninth Edition
Chapter 23: Estimating Volatilities and Correlations
Multiple Choice Test Bank: Questions
1. How many parameters are necessary to define an
Hull: Options, Futures, and Other Derivatives, Ninth Edition
Chapter 7: Swaps
Multiple Choice Test Bank: Questions with Answers
1. A company can invest funds for five years at LIBOR minus 30 basis poi
Hull: Options, Futures and Other Derivatives, Eighth Edition
Chapter 15: The Black-Scholes-Merton Model
Multiple Choice Test Bank: Questions
1. Which of the following is assumed by the Black-Scholes-M
MIDTERM EXAM
Fall 2014
Student Last Name: _
Student First Name: _
Student Number:_
DURATION: 2 HOURS
Department Name & Course Number:
BUSI 3512
Course Instructor(s) : Yuriy Zabolotnyuk
No. of Students
Hull: Options, Futures, and Other Derivatives, Ninth Edition
Chapter 2: Mechanics of Futures Markets
Multiple Choice Test Bank: Question with Answers
1. Which of the following is true
A. Both forward
Hull: Options, Futures and Other Derivatives, Ninth Edition
Chapter 6: Interest Rate Futures
Multiple Choice Test Bank: Questions and Answers
1. Which of following is applicable to corporate bonds in
Hull: Options, Futures and Other Derivatives, Ninth Edition
Chapter 3: Hedging Strategies Using Futures
Multiple Choice Test Bank: Questions with Answers
1. The basis is defined as spot minus futures.
Hull: Options, Futures, and Other Derivatives, Ninth Edition
Chapter 12: Trading Strategies Involving Options
Multiple Choice Test Bank: Questions with Answers
1. Which of the following creates a bull
Hull: Options, Futures, and Other Derivatives, Ninth Edition
Chapter 9: OIS Discounting, Credit Issues, and Funding Costs
Multiple Choice Test Bank: Questions with Answers
1. Prior to the credit crisi
MIDTERM EXAM
Fall 2013
Student Last Name: _
Student First Name: _
Student Number:_
DURATION: 2 HOURS
Department Name & Course Number:
BUSI 3512
Course Instructor(s) : Yuriy Zabolotnyuk
No. of Students
Hull: Options, Futures, and Other Derivatives, Ninth Edition
Chapter 8: Securitization and the Credit Crisis of 2007
Multiple Choice Test Bank: Questions with Answers
1. Which of the following tends t
Hull: Options, Futures, and Other Derivatives, Ninth Edition
Chapter 11: Properties of Stock Options
Multiple Choice Test Bank: Questions with Answers
1. When the stock price increases with all else r
Hull: Options, Futures, and Other Derivatives, Ninth Edition
Chapter 13: Binomial Trees
Multiple Choice Test Bank: Questions with Answers
1. The current price of a non-dividend-paying stock is $30. Ov
Ch. 3 Answers
Hedging Strategies Using Futures
Problem 3.1.
Under what circumstances are (a) a short hedge and (b) a long hedge appropriate?
A short hedge is appropriate when a company owns an asset a
Ch.1 Answers
Introduction
Problem 1.3.
What is the difference between entering into a long forward contract when the forward price
is $50 and taking a long position in a call option with a strike pric
Ch.5 Answers
Determination of Forward and Futures Prices
Problem 5.3.
Suppose that you enter into a six-month forward contract on a non-dividend-paying stock
when the stock price is $30 and the risk-f
CHAPTER 7
Swaps
Problem 7.1.
Companies A and B have been offered the following rates per annum on a $20 million fiveyear loan:
Company A
Company B
Fixed Rate
5.0%
6.4%
Floating Rate
LIBOR+0.1%
LIBOR+0
Hull: Options, Futures, and Other Derivatives, Ninth Edition
Chapter 22: Value at Risk
Multiple Choice Test Bank: Questions with Answers
1. Which of the following is true of the 99.9% value at risk?
A
Hull: Options, Futures, and Other Derivatives, Ninth Edition
Chapter 23: Estimating Volatilities and Correlations
Multiple Choice Test Bank: Questions with Answers
1. How many parameters are necessary
Hull: Options, Futures, and Other Derivatives, Ninth Edition
Chapter 24: Credit Risk
Multiple Choice Test Bank: Questions with Answers
1. Suppose that the cumulative probability of a company defaultin
CHAPTER 10
Mechanics of Options Markets
Practice Questions
Problem 10.1.
An investor buys a European put on a share for $3. The stock price is $42 and the strike price
is $40. Under what circumstances
CHAPTER 7
Swaps
Practice Questions
Problem 7.1.
Companies A and B have been offered the following rates per annum on a $20 million fiveyear loan:
Company A
Company B
Fixed Rate
5.0%
6.4%
Floating Rate
Hull: Options, Futures, and other Derivatives, Ninth Edition
Chapter 21: Basic Numerical Procedures
Multiple Choice Test Bank: Questions with Answers
1. How many nodes are there at the end of a Cox-Ro
Hull: Options, Futures, and Other Derivatives, Ninth Edition
Chapter 18: Futures Options
Multiple Choice Test Bank: Questions with Answers
1. Which of the following is acquired (in addition to a cash
Futuros
Un contrato de Futuro es acuerdo para comprar o vender
un cantidad especifica de un activo determinado en una
fecha preestablecida
Futurosplata(NYMEX)
Ejemplo
Supongamos que entramos en un
con
MIDTERM EXAM
Fall 2016
Student Last Name: _
Student First Name: _
Student Number:_
DURATION: 2.5 HOURS
Department Name & Course Number:
Course Instructor(s)
No. of Students: 58
BUSI 3512
Section: A
:
Name:
Student #
BUSI 3512
Quiz 2
1) According to the put-call parity, a synthetic European call option can be created by:
a) buying the discount bond, buying the put option, and short-selling the stoc
CHAPTER 11
Properties of Stock Options
Practice Questions
Problem 11.1.
List the six factors affecting stock option prices.
The six factors affecting stock option prices are the stock price, strike pr
b) Buying the call, shorting both the put and the stock, and investing some cash.
c) Buying both the call and the stock, shorting the put, and borrowing some cash.
d) The