Assignment 1 Solutions Ravi Mateti
FINA 455
You can thank me later
1. Is LIOBR generally higher, lower, or the same as the repo rate?
A. Higher
B. Lower
C. Same
Solution:
LIBOR is the rate
Lecture10
RelativeStrength&Flowof
Funds
FINA455PBuildingaProfitableTradingStrategy
(UsingTechnicalAnalysis)
RelativeStrength
*Exceptions: Federal Reserve evaluation model, 3 steps and a
stumble.
One o
College Level
Introduction
to Technical
Analysis
Lecture 3
Objectives
trend analysis
Trends The Basics
Indentify trends as paramount to profits in securities
l
Recognize an uptrend, downtrend and
Lecture4
Patternrecognition
FINA455PBuildingaProfitableTradingStrategy
(UsingTechnicalAnalysis)
Chapter15&16
Lets recap what we have
learnt so far:
Uptrend, downtrend and trading
range
Support, resist
Technical Strategy Development
using Backtesting BT<Go>  A Tutorial  v1.7
This page is intentionally blank
Page 2
WHAT IS BACKTESTING? . 5
BENEFITS OF USING A TRADING STRATEGY . 5
DEVELOPING A TECHN
FINA455 Building a Profitable Trading System (using technical analysis)
Final Exam topic weights, FINA 455P Fall 2016
Format:
100 multiple choice questions in 3 hours
50% weighting of your final cour
Midterm Exam Review
Format: 60 multiple choice questions, October 29, 2017. You are responsible for
the topics covered and highlighted in class.
Lecture #, Main topic, approximate weightings:
1. Techn
Lecture 2: Jan 16 2018
PRI : (principals for responsible investing): is a framework to achieve better long term returns and focus on
sustainable objectives for the company.
 there are 6 main princip
Lecture 3 Notes (see Dow case notes also)
RobbinsKrosinsky Hypothesis
1) Reasonable Investor Hypothesis
I. Best way of generating returns in the 21st century, both risk0adjusted and
opportunitydirec
FINA 455 Lecture 1
ESG investing mainly stems from risk. (Ex climate change)
Avoiding these risks would eventually lead to decreased profitability
ESG Environmental, Social, Governmental
Social
How
Assignment II Solutions Ravi Mateti
FINA 455
You can thank me later
Use the following discount factors to answer questions 1 and 2.
T
0.50
1.00
1.50
2.00
2.50
3.00
3.50
4.00
4.50
5.00
5.50
6.00
6.50
7
Problem Set 5
1. (To be solved individually)
Consider a commodity with the price process Pt following
Pt P = (Pt1 P ) + t ,
t = 1, 2, ., T,
 < 1
2
where t are IID N (0, ) shocks.
You can trade in the
Name _
Section _
ACCOUNTING
SUMMER 2004
FINAL EXAM
Exam Guidelines:
 You have 120 minutes to complete the exam. Please use your time efficiently.
 This exam contains 11 pages. Please make sure your
Problem Set 1
1. (To be solved individually) Consider a oneperiod model of the market. Assume there
are three possible states at time t = 1: 0, 1, and 2, all equally likely. There are two
assets tra
The Economics of the Private Equity Market
Summary: The private equity market has become an important source of funds for startup firms, private middlemarket firms, firms in financial distress, and p
Name _
Section _
ACCOUNTING
SUMMER 2004
FINAL EXAM
Exam Guidelines:
 You have 120 minutes to complete the exam. Please use your time efficiently.
 This exam contains 11 pages. Please make sure your
Problem Set 6
1. (To be solved in a group) Suppose we observe returns of N trading strategies over the
same time period, xn , n = 1, ., N , t = 1, ., T . We want to develop a test of the null
t
hypoth
Problem Set 3
1. (To be solved in a group) Consider the BlackScholes model for stock returns, with
constant interest rate r and constant drift and diusion of stock returns, and .
Your objective is to
Problem Set 2
1. (To be solved in a group) This problem illustrates how to extend a static model like
CAPM to a dynamic setting, allowing us to price risky streams of cash ows.
Time is discrete, t = 0
Problem Set 4
1. (To be solved in a group) Consider the BlackScholes model with stock returns following
dSt
= dt + dZt
St
Assume that the interest rate is r and the stock pays no dividends. Consider
Solution Manual
to accompany the textbook
Fixed Income Securities:
Valuation, Risk, and Risk Management
by Pietro Veronesi
Chapters 2  8
Version 1
Date: October, 2009
Author: Anna Cieslak, Javier Fra
Assignment 1
FINA 455F
Please show your work for numerical questions from 1 to 20.
1. Is LIOBR generally higher, lower, or the same as the repo rate?
A. Higher
B. Lower
C. Same
2. What is the 1month
Dow Chemical: Innovating for Sustainability (see lecture 2 ppt for in class notes)
Things at stake:

Shareholder value
Corporate reputation
Employee prosperity
Finding ways with customers to address