• Tidak ada hasil yang ditemukan

Financial Derivatives(July 2022)

N/A
N/A
Protected

Academic year: 2023

Membagikan "Financial Derivatives(July 2022)"

Copied!
2
0
0

Teks penuh

(1)

@ c Z

* ]

@ : c Z

* ] :

t 6

<îF , Î 0 Ñ Z

& ]

” 6 V , ì Œ z : Zz w z Ô

Š zx z Ô Î x C X Ù

Ž Z Æ [ n / Å V

®

Š Z

 Z á è S g ì Ó X

” x Ð V Î ß Z

» V

Ž Z [

Š b i Ñ ì ò X i Ñ

ò Z Î ] Ñ



ž Ž z c è Z Î ] Ñ

&

{ ( à

™ %æFN

*

& *

¿ Z Ž [ á zZ Z Î ] Ñ

 C X Ù Z Î

» w Z Ž Ñ [ ò i ì

X

10

~ w z Zz

.1

(10 x 1 = 10 Marks)

X ì – 

1

a Æ w Z Î C Ù

/ ( 6 V , ì Œ

X

200

) Î z Š ã ½ [ Z Ž » w Z Î C Ù X  ¶ Š [ Z Ž Æ V ß Z Î õ 0 * ð à à D ¨ ( ¤ Ð ~ k XZ  ] Ñ Z Î J W ~ zx Š z

.2

(5 x 6 = 30 Marks)

X  – ] Z 

6

a Æ w Z Î C Ù

/ ( 6 V , ì Œ

X

500

) Î õ 0 * ã ½ [ Z Ž » w Z Î C Ù X  ¶ Š [ Ž Æ V ß Z Î & ð à à D ¨ ( ¤ Ð ~ k XZ  ] Ñ Z Î õ 0 * ~ x Î z

.3

(3 x 10 = 30 Marks)

X  – ] Z 

10

a Æ w Z Î C Ù

____________________________________________________________________

Zz

w z

1 : w Z Î {

» à Ã V

%æFN X Ù

; »

ƒ ' ' ' ' ' ' ì '

X

ETD .i

(Exchange)

! Š n Æ X U * Z 6 , õ g @ * Å w % Æ q Ë Æ Þ â Z u 6 Z Ñ zZ & zg ZgZ h + y % ~ { @ ç ' ' ' '

.ii

™ ä 6 Z ,

·

™ t

@ ì * X

 ~ Û Ã t ' ' '

¹ ' Y

@ ì *

X

Cash Price

g Zz

Future Price .iii

B M

£

Š

» ~

ƒ ä à zZ

@ g * õ ' Ã ' '

¹ ' Y

@ ì *

X

.iv

R i , 8 + - z Ñ

™ q ä a Æ Zi Á ' Á ' M ' Z

» y

ƒ

*

* zg ¢

ì ~

Derivatives

~ y * z y . _ Æ w T

.v

ß Z » N

™ [ ,

X

/

9

ß

(

/

9 ) X ì @ * Y ¹

Time Value

à t  Û ~

Intrinsic

g Zz

Option Premium .vi

ß

(

/

9 ) X ì @ * Y H

Exercised

6 , õ g @ * Å e $ Ò Z s Ü

Europeon Option .vii

ß

(

/

9 ) X ì @ * Y H 7 w E Z ~

Future Pricing

V † Å w

Binomial Model .viii

ß

(

/

9 ) X ì ï  á u 6 Z ~

Financial Derivatives .ix

ß

(

/

9 ) Ï ñ ( ,

Interest Rate

b Ñ Å Š Î Ð ä ™

Sale

Ã

Short Contract

~

Financial Future .x

Maulana Azad National Urdu University M.B.A IV Semester Examination, July 2022 Paper - MMBA425DST : Financial Derivatives

: p 6 ,

Time : 3 hrs Marks : 70

1/2

(2)

z

Š zx

X K

(Importance)

Ì Z Å

Financial Derivatives

X

2

£ ë



?

(Interest Rate Swaps)

~ p ~ Š Î b Ñ X

3

Ð

\ M H B

 k V ? V ß Æ B ‚

Ÿ z s

#

X Ù

Call Option

X

4

¿ K U

X

(Recommendations)

] Z m , ? Æ w

Gupta

X

5

6

â , K ^

X

Foreign-Exchange Derivatives

X

6

’ k ,

X Ù

(Evolution)

» Zg »

Futue Market

~ y * z y X

7

X K

(Limitations)

] Z h +  Æ

Black Scholes Models

X

8

Ð

\ M H B



?

Binomial Options Pricing Model

X

9

z Î x

’ k ,

X Ù

Functions

w d Z Æ k ?Z  B H \ M Ð

Financial Derivatives

X

10

V

V ß Æ B ‚

X K

Types

x l Z Z Æ

Financial Derivatives

X

11

H Ð

%

Š Z ì

?Z Æ k Z Z l Å x

Š z g È Ù ~

X

Financial Options

X

12

’ k ,

X Ù

Assumtions

Æ

(Black Scholes Model)

w e â ² j Z u š X

13

Z »

E ù w H Y

@ ì *

?

Index Derivates

~

Portfolio Management

X

14

/

/ /

2/2

Referensi

Dokumen terkait

CONCLUSION The conclusions obtained from the writing of this thesis are; The process of evaluating the performance of civil servants begins with inputting employee data, inputting