Agnes Chung
31644064
Professor Zheng Sun
Mgmt 149 Derivatives 2015 Winter
Homework 2
2.11
The price has to drop under $1.50 per pound of OJ in order to receive a margin call.
This is the thought proce
M149 Derivatives
Professor Zheng Sun
Sample Midterm Exam
Student Name _
Student Number _
Instructions
1. Write down your name and student number in the spaces provided above.
2. There are five questio
M 149 Derivatives
Professor Zheng Sun
Midterm Exam
Student Name _
Student Number _
Instructions
1. Write down your name and student number in the spaces provided above.
2. There are five questions in
M149 Derivatives
Professor Zheng Sun
Lecture 1
Introduction to Derivatives
Introduction to Forwards and Futures
Disclaimer: Some part of the notes are adapted by Professor Zheng Sun from
Professor Fan
M149 Derivatives
Professor Zheng Sun
Lecture 2
Hedging with Forwards and Futures
Disclaimer: Some part of the notes are adapted by Professor Zheng Sun from
Professor Fan Yus lecture notes on Derivativ
M149 Derivatives
Professor Zheng Sun
Lecture 2
Hedging with Forwards and Futures
Disclaimer: Some part of the notes are adapted by Professor Zheng Sun from
Professor Fan Yus lecture notes on Derivativ
M149 Derivatives
Professor Zheng Sun
Lecture 1
Introduction to Derivatives
Introduction to Forwards and Futures
Disclaimer: Some part of the notes are adapted by Professor Zheng Sun from
Professor Fan
M149 Derivatives
Professor Zheng Sun
Lecture 3
Pricing Forwards and Futures
Disclaimer: Some part of the notes are adapted by Professor Zheng Sun from
Professor Fan Yus lecture notes on Derivatives at
M149 Derivatives
Professor Zheng Sun
Lecture 3
Pricing Forwards and Futures
Disclaimer: Some part of the notes are adapted by Professor Zheng Sun from
Professor Fan Yus lecture notes on Derivatives at
M149 Derivatives
Problem Set 6
Due 3:30pm Tuesday 2/28
Required problems from the textbook: 9.9,9.10, 9.12, 9.13, 9.14, 9.15, 9.17, 9.22
Problem 9.9.
Suppose that a European call option to buy a share
A call is said to be in the money if the price of the asset is greater than the strike price (S>K). In this case, the payoff from exercising immediately is positive (absent
transactions cost). A call
M149 Derivatives
Professor Zheng Sun
Sample Final Exam
Student Name _
Student Number _
Instructions
1. Write down your name and student number in the spaces provided above.
2. There are five questions
M149 Derivatives
Problem Set 9
No need to turn in the homework. Just use it as a reference.
Required problems from the textbook: 12.9. 12.10, 12.11, 12.12, 12.16, 12.19, 12.20
Problem
1. A stock price
M149 Derivatives
Problem Set 8
Due 3:30 pm Tuesday 3/14
Required problems from the textbook: 11.10, 11.20, 10.9, 10.10, 10.12, 10.23, 10.25
Problem 11.10.
Suppose that put options on a stock with stri
-A call option gives its owner the right (but not the obligation) to buy an asset for pre-specified price (the exercise or strike price) on or before a specified future date
-A put option gives its ow
M149 Derivatives
Professor Zheng Sun
Lecture 4
Introduction to Options
Disclaimer: Some part of the notes are adapted by Professor Zheng Sun from
Professor Fan Yus lecture notes on Derivatives at the
F149 Derivatives
Professor Zheng Sun
Lecture 5
Binomial Models for Option Pricing
Disclaimer: Some part of the notes are adapted by Professor Zheng Sun from
Professor Fan Yus lecture notes on Derivati
F149 Derivatives
Professor Zheng Sun
Lecture 5
Binomial Models for Option Pricing
This Version: February 2010
Disclaimer: Some part of the notes are adapted by Professor Zheng Sun from
Professor Fan Y
M149 Derivatives
Professor Zheng Sun
Sample Final Exam
Student Name _
Student Number _
Instructions
1. Write down your name and student number in the spaces provided above.
2. There are five questions
Solutions to Assignment #7
Problem 11.10.
Suppose that put options on a stock with strike prices $30 and $35 cost $4 and $7,
respectively. How can the options be used to create (a) a bull spread and (
Solutions to Assignment #6
Problem 9.9.
Suppose that a European call option to buy a share for $100.00 costs $5.00 and is held until
maturity. Under what circumstances will the holder of the option ma
Solutions to Assignment #5
Problem 5.9.
A one-year long forward contract on a non-dividend-paying stock is entered into when the stock
price is $40 and the risk-free rate of interest is 10% per annum
Solutions to Assignment #4
Problem 3.29.
It is now October 2013. A company anticipates that it will purchase 1 million pounds of copper
in each of February 2014, August 2014, February 2015, and August
Solutions to Assignment #2
Problem 2.11.
A trader buys two July futures contracts on frozen orange juice. Each contract is for the delivery
of 15,000 pounds. The current futures price is 160 cents per
Solutions to Assignment #3
Problem 3.8.
In the Chicago Board of Trades corn futures contract, the following delivery months are
available: March, May, July, September, and December. State the contract
Solutions to Assignment #1
Problem 1.20.
A trader enters into a short forward contract on 100 million yen. The forward exchange rate is
$0.0080 per yen. How much does the trader gain or lose if the ex
2008 Financial Crisis
-Derivative
Market
-by Nader Ordubadi, Peihang Li,
Sam Chen, Johnny, Wenjing Zhang
What had happened?
Who are involved?
Economic
globalization
What are derivatives?
Derivatives a
Investing in Fear Is Big Business - WSJ.com
http:/online.wsj.com/article/SB10001424052748703785704575642643.
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