FIN359
Derivative Securities
Study Guide (5CU)
Course Development Team
Head of Programme :
Course Developer :
Production :
Dr Ding Ding
A/P Sundaram Janakiramanan
Educational Technology & Production Team
Curriculum Administration Team
2016 SIM University
Supplement to the
FidelityR Blue Chip Growth Fund (FBGRX) and Fidelity Blue Chip Value Fund (FBCVX)
Fidelity Blue Chip Growth Fund is a Class of shares of Fidelity Blue Chip Growth Fund
Funds of Fidelity Securities Fund
STATEMENT OF ADDITIONAL INFORMATION
FIN359
Derivative Securities
CASE: SINGAPORE AIRLINES CASE
January 2015 Presentation
FIN359 Copyright 2015 SIM University
CASE: SINGAPORE AIRLINES CASE January Semester 2015
Page 1 of 4
The examination is based on the case study: Singapore Airlines Case.
FIN359
Specimen Examination Paper
Derivative Securities
_
Time allowed: 2 hours
_
Solutions
FIN359 Copyright 2016 SIM University
Specimen Exam Paper
Page 1 of 14
You must answer ALL the questions. (Total 100 marks)
Question 1
Peter Taro is a hedge fund ma
FIN359
Derivative Securities
Assignment 1 - Individual Assignment/TMA01
January 2016 Presentation
FIN359
Assignment 1
Individual
This assignment is worth 20% of the final mark for FIN359 Derivative Securities.
The cut-off date for this assignment is 03 Ap
March 2015
S&P 500 SPX INDEX OPTIONS
SM
The S&P 500 is widely regarded as the best single gauge of the U.S. large-cap equities market. Responding
to client demand, CBOE Holdings provides investors with a suite of S&P 500 options products.
COMPARISON OF S&
FIN359
Specimen Examination Paper
Derivative Securities
_
Time allowed: 2 hours
_
INSTRUCTIONS TO STUDENTS:
1. This examination contains FIVE (5) questions and comprises FIVE (5) printed
pages (including cover page).
2. You must answer ALL questions.
3. A
FIN359
Derivative Securities
Assignment 2 Group-based Assignment
January 2015 Presentation
FIN359
Assignment 2
Group-based Assignment
This assignment is worth 30% of the final mark for FIN359 Derivative Securities.
The cut-off date for this assignment is
FIN359
Derivative Securities
Assignment 1 - Individual Assignment / TMA
January 2015 Presentation
FIN359
Assignment 1
Individual Assignment
This assignment is worth 20% of the final mark for FIN359 Derivative Securities.
The cut-off date for this assignme
Binomial Model Hedge Ratio
February 12, 2016
1
The Meaning of Hedge Ratio
Standard option pricing models define the price of an option as the cost of maintaining a dynamic portfolio
of stock and cash that result in the same payoff of the option at maturit
FIN359
Derivative Securities
Assignment 2 Group-based Assignment
January 2016 Presentation
FIN359
Assignment 2
Group-based Assignment
This assignment is worth 30% of the final mark for FIN359 Derivative Securities.
The cut-off date for this assignment is
Cox-Rubinstein-Ross Binomial Model for Currency Option Pricing
February 15, 2016
1
Usual Binomial Model
The binomial model for option pricing,as you have been taught, assumes the following parameters:
underlying current price S0
up factor u
down factor
Roll Yield in Commodities
February 15, 2016
Suppose the price of a futures contract if Ft , as it varies over time, converging towards the maturity T .
It is tracking an underlying price - the spot price - which we denote by St .
If we focus on a single c
Two Important Greeks in the Black-Scholes Model
February 15, 2016
1
Greeks
In the Black-Scholes model of option pricing, the price of an option (either vanilla call or vanilla put) depends
on the following parameters:
current stock price (S)
strike pric
Portfolio Insurance
February 13, 2016
Portfolio insurance is the hedging of the downside risk of a portfolio of stocks with derivatives. If the
portfolio is well-diversified, it is possible to buy portfolio insurance in the form of put options of an equit
Reading Futures Quotes
February 13, 2016
In Finance, it is a basic skill to be able to read quotes.
This note guides you through reading the quotes page of the CME Eurodollar futures contract (ref:
http:/www.cmegroup.com/trading/interest-rates/stir/eurodo
FIN359
Examination January Semester 2015
Derivative Securities
Monday, 18 May 2015
10:00 am 12:00 pm
_
Time allowed: 2 hours
_
INSTRUCTIONS TO STUDENTS:
1. This examination contains FOUR (4) questions and comprises THREE (3)
printed pages (including cover
FIN303
Examination July Semester 2016
Financial Management
Tuesday, 22 November 2016
10:00 am 12:00 pm
_
Time allowed: 2 hours
_
INSTRUCTIONS TO STUDENTS:
1. This examination contains FIVE (5) questions and comprises SIX (6) printed
pages (including cover
FIN201
Financial Mathematics
Assignment 1 - Individual Assignment/TMA01
January 2017 Presentation
FIN201
Assignment 1
Individual Assignment
This assignment is worth 25% of the final mark for FIN201 Financial Mathematics.
The cut-off date for this assignme
FIN301
Financial Instruments, Institutions
and Markets
Study Guide (5CU)
Course Development Team
Head of Programme :
Course Developer :
Production :
Dr Ding Ding
Prof Sundaram Janakiramanan
Educational Technology & Production Team
Curriculum Administratio
FIN303 / FIZ303
Financial Management
Study Guide (5CU)
Course Development Team
Head of Programme :
Course Developer :
Production :
Dr Ding Ding
Prof Sundaram Janakiramanan
Educational Technology & Production Team
Curriculum Administration Team
2015 SIM U
Q1
a)
Q1: 40 Marks
Corporate Bond
A
B
C
D
Coupon Rate
Maturity (months)
3.25%
3.50%
4%
4.75%
Face value
Convexity
6
12
18
24
Number of Bonds
0.48
1.37
3.2
4.38
500
1200
400
750
$1,000
Settlement date
Maturity Date
EG.
Working
1/1/2000 Maturity (mths)
7/1/
FIN201
Financial Mathematics
Assignment 1 - Individual Assignment 1 / TMA 1
January 2015 Presentation
FIN201
Assignment 1
Individual Assignment
This assignment is worth 25% of the final mark for FIN201 Financial Mathematics.
The cut-off date for this assi
FIN201
Financial Mathematics
Assignment 2 - Individual Assignment 2 / TMA 2
January 2015 Presentation
FIN201
Assignment 2
Individual Assignment
This assignment is worth 25% of the final mark for FIN201 Financial Mathematics.
The cut-off date for this assi
Seminar 3 Exam Practice
Examination Jan Semester 2014
Question 1
XYZ Corporation is expected to pay a dividend of $1 per share on 31 December 2013. Its
earnings and dividend are expected to grow at 7% a year. The beta of XYZ Corporation is
1.1. The risk-f