School of Education, Culture and Communication Tutor: Jan Röman Hedging with Options (MMA707) Authors: Chiamruchikun Benchaphon 800530-4129 Klongprateepphol Chutima 820708-6722…

1 Exam MFE/3F Sample Questions and Solutions April 6, 2010 2 1. Consider a European call option and a European put option on a nondividend-paying stock. You are given: (i)…

Valuation of Structured Products Valuation of Structured Products Pricing of Commodity Linked Notes Shahid Jamil, Stud nr: SJ80094 Academic Advisor: Jochen Dorn Department…

Risk management applications of option strategies p g Mai Thu Hien Faculty of Banking and Finance Foreign Trade University Email: [email protected] Web: http://web.ftu.edu.vn/maithuhien/…

Stochastic Models in Finance and Insurance Script by Ilya Molchanov www.imsv.unibe.ch/∼ilya Michael Schmutz [email protected] Recommended books: Primary •…

Basic Finance Peter Ouwehand Department of Mathematical Sciences University of Stellenbosch November 2010 P. Ouwehand (Stellenbosch Univ.) Basic Finance November 2010 1 /…

Journal ELSEVIER of Economic Dynamics 21 (1997) 1267-1321 and Control Monte Carlo methods for security pricing Phelim Boyle”**, Mark Broadieb, Paul Glassermanb “School…

Binomial Tree Option Pricing A Three Step Process: 1) Construct a Stock Price Binomial Tree 2) Value the Option at Time of Expiry 3) Value the Option Through Backward Induction…

1. OPTION STRATEGIES ALAN ANDERSON, Ph.D.ECI RISK TRAINING www.ecirisktraining.com(c) ECI Risk Training 20091www.ecirisktraining.com 2. Due to their unique payoff profiles,…