FINA 4110, Fall 2016
Assignment 4 Suggested Solutions
Problem 1
(a) The required probability is the probability of the stock price being above $40 in six
months. Suppose that the stock price in six mo
Topic 7: Properties of Option Prices
Taejin Kim
CUHK Business School
25/26 October, 2016
Taejin Kim (CUHK Business School)
Topic 7: Properties of Option Prices
25/26 October, 2016
1 / 26
Learning Obje
FINA 4110
SAMPLE MIDTERM
DO NOT OPEN THIS BOOKLET UNTIL INSTRUCTED TO DO SO
You will have 1.5 hours to complete the exam. Be neat and show your work. Showing your work is essential for (partial) credi
FINA 4110
Sample Midterm Suggested Solutions
Q3. The price of IBM today is at $50, the continuously compounded interest rate is
1% per annum.
(a) (5 points) What is the futures price on IBM with expir
FINA 4110
SAMPLE FINAL
DO NOT OPEN THIS BOOK UNTIL INSTRUCTED TO DO SO
You will have 2 hours to complete the exam. Be neat and show your work. Showing your work is essential for (partial) credit; exce
FINA 4110
Sample Final Suggested Solutions
Q3. You are given the following information:
Current stock price is $100 and the stock does not pay dividends
The interest rate is 10% per annum with annua
Topic 9: Introduction to Binomial Trees
Taejin Kim
CUHK Business School
1/2 November, 2016
Taejin Kim (CUHK Business School)
Topic 9: Binomial Trees
1/2 November, 2016
1 / 28
Learning Objectives
1
Bin
FINA 4110, Fall 2016
Assignment 1 Suggested Solutions
Problem 1
The investment in call options entails higher risks but can lead to higher returns. If the stock
price stays at $94, an investor who buy
FINA6552 Bank and Insurance Capital
Stan Ho
Department of Finance, CUHK
January 29, 2016
Todays Topics
>
Securitisation Process and Participants
>
Legal Structure
>
Financial Structure
>
Credit Enhanc
Dept. of Finance
Chinese University M.Sc. in Finance
FINA6292 Capital Markets
Tutorial 5 (23 - 29 Jan 2016)
Mr. Sam Pang
M.Sc. Tutor in Finance
Department of Finance, CUHK Business School
The Chinese
FINA6552 Bank and Insurance Capital
Stan Ho
Department of Finance, CUHK
February 5, 2016
Todays Topics
>
Credit Default Swap
>
Credit-Linked Note
>
Collateralised Debt Obligation
>
Basket Default Swap
FINA6552 Bank and Insurance Capital
Stan Ho
Department of Finance, CUHK
January 15, 2016
Todays Topics
>
Issuer Default Rating
>
Recovery Rating
>
S-REIT Credit Analysis
>
Profit Manipulation
January
Chapter 8
EQUITY SECURITIES
QUALIFICATIONS FOR LISTING
Preliminary
8.01
This Chapter sets out the basic conditions which have to be met as a pre-requisite to
the listing of equity securities. They app
FINA 4110, Fall 2016
Assignment 3 Suggested Solutions
Problem 1
At the end of year 3 the financial institution was due to receive $500,000 ( 05 10 % of $10
million) and pay $450,000 ( 05 9 % of $10 mi
FINA 4110, Fall 2016
Assignment 2 Suggested Solutions
Problem 1
(a) The minimum variance hedge ratio is 0.950.43/0.40=1.02125.
(b) The hedger should take a short position.
(c) The optimal number of co
FINA 4110, Fall 2016
Assignment 1
Due: 27/28 September
1. (Hull, 1.35) The current price of a stock is $94, and three-month European call
options with a strike price of $95 currently sell for $4.70. A
CSC 1520 Computer Principles and C+ Programming
Click to edit Master subtitle style
Introduction
Fall, 2009
11
Outline
1.
Intro. to programming Overview of C+
1.
22
What is a Computer?
A computer is a
CSC 1520 Computer Principles and C+ Programming
Introduction
Fall, 2009
1
Outline
1. Intro. to programming 1. Overview of C+
2
What is a Computer?
A computer is a machine that manipulates data accord
CSC 1520 Computer Principles and C+ Programming
Introduction
Fall, 2009
1
Outline
1. Intro. to programming
2. Overview of C+
2
What is a Computer?
A computer is a machine that manipulates data accord
CSC 1520 Computer Principles and C+ Programming
General Information
Fall, 2009
1
Absolutely a No!
No phone conversation! Switch your phone to silence mode!
2
People
Instructor Dr. LAW Yat Chiu ( yclaw
CSC 1520 Computer Principles and C+ Programming
General Information
Fall, 2009
1
Absolutely a No!
No phone conversation!
Switch your phone to silence mode!
2
People
Instructor Dr. LAW Yat Chiu () ycla
CSC1520 Computer Principles and C+ Programming, 2009 Fall Department of Computer Science and Engineering, The Chinese University of Hong Kong
Assignment 3: Run-Length Encoding
Due: 23:59:59, 27 Oct 20
CSC1520 Computer Principles and C+ Programming, 2009 Fall Department of Computer Science and Engineering, The Chinese University of Hong Kong
Assignment 2: HKID
Due: 23:59:59, 12 Oct 2009 (Mon) Full m
CSC1520 Computer Principles and C+ Programming, 2009 Fall Department of Computer Science and Engineering The Chinese University of Hong Kong
Assignment 1: Typing Exercise
Due: 23:59:59, 28 Sep 2009 (M
FINA 4110, Fall 2016
Assignment 2
Due: by 5pm on 17 October
1. (Hull, 3.24) A trader owns 55,000 units of a particular asset and decides to hedge
the value of her position with futures contracts on an