Download JNTUA MBA 2017 Nov 4th Semester 9E00403a Financial Derivatives Question Paper

Download JNTU Anantapur (Jawaharlal Nehru Technological University Anantapuramu) MBA 2017 November Fourth Semester (4th Semester/2-2) Regular & Supplementary Examinations 9E00403a Financial Derivatives Question Paper.

Code: 9E00403a


MBA & MBA (Finance) IV Semester Supplementary Examinations November/December 2017
FINANCIAL DERIVATIVES
(For students admitted in 2013, 2014 & 2015 only)

Time: 3 hours Max. Marks: 60

Answer any FIVE questions
All questions carry equal marks
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1 Define the term financial derivatives. Brief out the feature and uses of derivatives.

2 Write a brief note on linkage between derivatives and spot market. Also give the misuses of
derivatives.

3 What are the characteristics of futures? Explain how future trades settled in the stock market is.

4 Explain the payoffs in the long and short positions in futures.

5 What are the assumptions of the Black-Scholes formula of option valuation? What are the attributes
of the model?

6 ?Hedging strategies with options are based on risk management tools or Greeks? ? Discuss in detail.

7 Discuss the concept of ?SWAP? and brief out the features, advantages and disadvantages of SWAP
contracts.

8 What are the different types of swaps and methods of price & valuation methods of swap options?

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