derivatives exam 2 hour time limit 1
I have a two-hour test of financial derivatives, looking for someone to take the test.
Exam will consist of 6 questions (5 calculation problems and 1 essay question)
Following part of study guide:
The valuation of European call based on the Black-Scholes-Merton model.
The valuation of European put based on the Black-Scholes-Merton model.
Value-at-risk (VaR).
Two-asset portfolio.
Diversification benefit.
Weather derivatives.
HDD and CDD.
Risk-neutral valuation.
Risk-neutral valuation vs Real World valuation.
Dynamic delta hedging.