Tuesday, January 4, 2022

Dr.A.P.J.Abdul Kalam University MBA IV SEM JUNE 2020 Financial Engineering & Risk Management [MBA404F] Aug-Sep 2020 Question Paper

Dr.A.P.J.Abdul Kalam University Old Question Papers

Master of Business Administration

Fourth Semester Main Examination, Aug-Sep 2020

Financial Engineering & Risk Management [MBA404F]

Time: 3:00 Max Marks 80

Note : Attempt any five questions.

All question carry equal marks.

Q.1 Discuss the various option strategies. Explain strategies for call option & put option.

Q.2 Explain convergence of futures and spot price in futures market.

Q.3 How future & forward contracts are helpful in minimizing the risk? Discuss

Q.4 Write short notes on:-

(i) Black schoes model.

(ii) Over the counter exchanges

Q.5 Discuss the variations of theta of a European call option with the stock price and time to

maturity.

Q.6 What is future contract? Explain why a future contract can be used either speculation or

hedging.

Q.7 What do you understand by intrinsic value and time value of option contract?

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