TUTORIAL 6
Question 19.8
Business combination valuation entries, pre-acquisition
entries subsequent to acquisition
Robert Ltd acquired all the issued shares (cum div.) of Matt Ltd on 1 July 2015. At t
Business School
FINA2204: Derivative Products and Markets
Solution to tutorial 4 Questions
Problem 12.9
A stock price is currently AUD 50. It is known that at the end of two months it will be either A
Business School
FINA2204: Derivative Products and Markets
Solution to tutorial 10 Questions
Problem 6.9
It is 5 May 2010. The quoted yield of a government bond with a 6% coupon that matures on 27 July
Business School
FINA2204: Derivative Products and Markets
Solution to tutorial 8 Questions
Problem 3.10
Explain why a short hedgers position improves when the basis strengthens unexpectedly and
worsen
Business School
FINA2204: Derivative Products and Markets
Solution to tutorial 6 Questions
Problem 17.25
Consider a one-year European call option on a stock when the stock price is $30, the strike pri
20/02/2017
Derivative Products and Markets:
FINA2204
Lecture 1: Introduction
Fundamentals of Futures and Options Markets: Chapter 1
Prepared and delivered by Dr. Mahmoud Agha, CFA
Chapter 1: Introduct
21/05/2017
Derivative Products and Markets:
FINA2204
Lecture 10:
Sources:
Fundamentals of Futures and Options Markets: Chapter 6:
Interest Rate Futures
Prepared and delivered by Dr. Mahmoud Agha, CFA
WHATS IN THE EXAM
40MCQ 1mark each
o 10MCQ from L1-L5
2calculations
Calculate profit/payoff from option
No difficult calculation
8 conceptual questions
o 30MCQ from L6-L11
5Q from each lecture
Business School
FINA2204: Derivative Products and Markets
Solution to tutorial 11 Questions
Problem 7.9
Companies X and Y have been offered the following rates per annum on a $5 million 10-year
invest
The Formula Sheet
Call Payoff = Max(0, ST - K)
Call Profit = Max(0, ST - K) c
Put Payoff = Max(0, K - ST)
Put Profit = Max(0, K - ST) p
Total value = the intrinsic value + the time value
C c, P p
c S0
QE
QUANTITATIVE EASING (QE) INJECTING MONEY INTO THE ECONOMY
Your money what the Bank does
Quantitative
Easing (QE)
injecting money
into the economy
If interest rates are very low
and the Banks Monet
Guide to Recommended Readings for Week 8: Economic & Industry Analysis
I expect some of you may regard with dismay and trepidation the number of
recommended readings and their length. If so, dont fret
THE JOURNAL OF FINANCE VOL. LVI, NO. 4 AUGUST 2001
Investor Psychology and Asset Pricing
DAVID HIRSHLEIFER*
ABSTRACT
The basic paradigm of asset pricing is in vibrant f lux. The purely rational approa
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Student: _
Date: _
Instructor: Yihui Lan
Course: FINA2205 Finance 2017
Assignment: Tutorial 6: Portfolio Theory
and Asset Pricing II
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What is quantitative easing?
3 December 2015
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Business School
FINA2204: Derivative Products and Markets
Solution to tutorial 7 Questions
Problem 2.9
A trader buys two July futures contracts on frozen orange juice. Each contract is for the deliver
Accounting and Finance, UWA Business School
SEMESTER 1, 2017 FINAL EXAMINATIONS
FINA2204
Derivative Products and Markets
FAMILY NAME: _ GIVEN NAMES: _
STUDENT ID:
SIGNATURE: _
This Paper Contains: 7 p
Business School
FINA2204: Derivative Products and Markets
Solution to tutorial 9 Questions
Problem 5.8
Is the futures price of a stock index greater than or less than the expected future value of the
5/04/2017
Derivative Products and Markets:
FINA2204
Lecture 6: The Greek letters
Sources:
Fundamentals of Futures and Options Markets: Chapter 17: The
Greek Letters
An Introduction to Derivatives and
13/05/2017
Derivative Products and Markets:
FINA2204
Lecture 9: Determination of Forward and Futures prices.
Sources:
Fundamentals of Futures and Options Markets: Chapter 5:
Determination of Forward a
9/03/2017
Derivative Products and Markets:
FINA2204
Lecture 2: The basics: Mechanics and
Properties of Options and their Markets
Fundamentals of Futures and Options Markets: Chapters 9 & 10
Prepared a
FINA2204
Week 11
Ch5-8,9,12,13,15,16,29,30
17 May,2017
Problem 5.8. Is the futures price of a stock index greater than or less than the expected future value of the
index? Explain your answer.
The fut
FINA2204
Week 13
Ch7-9,10,12,16,23
31May,2017
Problem 7.9. Companies X and Y have been offered the following rates per annum on a $5 million
10-year investment:
Fixed Rate
Floating Rate
Company X
8.0%
Derivative Products and Markets:
FINA2204
Lecture 7: Mechanics of Futures Markets
Sources:
Fundamentals of Futures and Options Markets: Chapter 2: Mechanics of
Futures Markets
Prepared and delivered b
Derivative Products and Markets:
FINA2204
Lecture 10:
Sources:
Fundamentals of Futures and Options Markets: Chapter 6:
Interest Rate Futures
Prepared and delivered by Dr. Mahmoud Agha, CFA
Day count c
Derivative Products and Markets:
FINA2204
Lecture 7: Hedging using Futures
Sources:
Fundamentals of Futures and Options Markets: Chapter 3: Hedging
Strategies using futures
Prepared and delivered by D
Derivative Products and Markets:
FINA2204
Lecture 9: Determination of Forward and Futures prices.
Sources:
Fundamentals of Futures and Options Markets: Chapter 5:
Determination of Forward and Futures