FINAL EXAM PREPARATION MANUAL
GROUP 1
Consider the following exercises:
1.
2.
3.
4.
GROUP 2
It is very important to analyze and understand the following exercises posted in HULL’s book:
1. Chapter 10
Problems 10.1, 10.4, 10.7‐10.11, 10.13
2. Chapters 11‐12
Problems: 11.4, 11.5, 11.16, 12.8, 12.14, 12.18, 12.19, 12.27
3. Chapter 14
Problems: 14.16, 14.23, 14.25, 14.26, 14.28
You could also consult the solutions manual given (http://www.scribd.com/doc/6318617/JohnC-Hull-Solutions-manual-for-Options-Futures-and-Other-Derivatives-Unknown-Old-edition)!
GROUP 3
Please, be serious with the CAPM (Caplital Asset Pricing Model) concept. It is the basic and also
very important concept in quantitative financial analysis. Do again HW4! Also, try to analyze
and undrstand the following questions:
1.
2. According to the previous parameters, what happens if there are correlations between
those assets?
3. Briefly analyze mini project related to the CAPM model (CASE STUDY)!
BEST!
MKnez…