THE UNIVERSITY OF HONG KONG
FACULTY OF BUSINESS AND ECONOMICS
FINA0301DEF DERIVATIVE SECURITIES
Second Semester, 2007-2008
Homework Assignment 3 Solutions
First, let us calculate the value of the 3-year par coupon bond after we have held it for
FINA 0301/2322H: Derivatives
Review questions 1, Spring, 2014
1. Which of the positions can result in the following prot diagram?
(a) Buy one low-strike call, sell two high-strike calls.
(b) Buy one high-strike call,
Week 7 : Week 7 - Exam #1
1. What phrase is often used interchangeably with the phrase market
capitalization? (Points : 1)
2. Assume that an investor lends 100 shares of Jiffy, Inc.
Reading Week- Optional
Questions on Tutorial Problem Set 4
Review on Important Concepts
Chapter 8 Swap
Questions on Tutorial Problem Set 5
Mid-term Exam Format
Tutorial 5 Problem Set Swap
Mr. Clive Man Chung HO
FINA0301 - Tutorial 5 P
Dr. Huiyan Qiu
Homework Assignment #5
Due: April 25, Friday, drop in Clives box by 6PM
1. Chapter 11: Suppose that S = $50, K = $45,
will pay a $4 dividend in exactly 6 months.
= 30%, r = 0.08, and T = 1. The stock
denotes the sta