FIN3CLF - 2016
SAMPLE EXAM QUESTIONS
Note: These sample exam questions are randomly drawn from the weekly tutorial exercises.
This document cannot be used to infer the final exam question, but the typ
Computational Finance (FIN3CLF)
Tutorial week2
Question 1
You are offered an asset costing $600 that has cash flows of $100 at the end of each of the
next 10 years.
a. If the appropriate discount rate
Computational Finance (FIN3CLF)
Tutorial Week4
Question 1
We look into the Summary and Company/Key statistics from yahoo finance to collect
information on the market value of equity, book value of deb
Computational Finance (FIN3CLF)
Tutorial week 12
Question 1:
A stock selling for $25 today will, in one year, be worth either $35 or $20. If the interest rate
is 8 percent,
a) What is the value today
Computational Finance (FIN3CLF)
Tutorial Week 6
Question 1:
Use Excel to solve the system of linear equations and substitute your solution into the
equation to verify your solution is correct.
16.99x1
Computational Finance (FIN3CLF)
Tutorial Week 10
Question 1:
Consider the following information about a risky portfolio that you manage, and a risk-free
asset: E(rp) = 11%, p = 15%. And the risk free
Computational Finance (FIN3CLF)
Tutorial Week 9
Question 1
Using the following four assets variance covariance matrix and expected return to
a) Use Solver to find two efficient portfolios with expecte
Computational Finance (FIN3CLF)
Tutorial Week 11
Question 1:
Review the relationship between the prices for call and put options and the key parameters.
Are they positively or negatively correlated?
Q
Matrix Algebra (1)
INTRODUCTION
2
Motivation
Matrix algebra can solve simultaneous
equations even for many equations and
many unknowns
Eg What is the solution to
2x 2 y z 2
x y z 2
2 x 4 y 3z 0
Soluti
Introducing Microsoft Excel 2010
Computer program used to enter, store,
analyze, and present quantitative data
Creates electronic versions of spreadsheets
Collection of text and numbers laid out in a
th
4
Financial Modeling,
edition
Chapter 17: Black-Scholes
Simon Benninga
Introduction
The Black-Scholes model
one of the most important contributions to financial economics
the most practical and mos
Topic 10
Subject Review
1
Cost of capital
Multiple compounding periods,
present value
n
nt
r%
r%
r
rt
PV :1 1
e
,
1
1
e
n
n
3
t=0
X
X
t=0
=X/(1+r)T
=X*(1+r)-T
=X*exp(-r*T)
Future value: Discre
Computational Finance (FIN3CLF)
Tutorial Week5
Question 1:
Use Yahoo! Finance Web site (http:/au.finance.yahoo.com/ and http:/finance.yahoo.com/) to
collect monthly adjusted close prices of BHP and CB