Class #08: Sunday 31-May-2009
Answer Keys
The final exam is from 2:00pm to 5:00pm
Both sections will take the final at this time
Help and hints:
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Answer Keys
- Please notice the formating on our worksheets. Everything is clear and neat
- Input cells are clearly marked in green. Target cells are coded red. The
number of decimal places is similar for numbers in a column. You may think
the formatting requests are a bit over the top. But, the fact that we can all easily
follow the posted screenshots shows there is value in formatting.
The final exam is from 2:00pm to 5:00pm
Both sections will take the final at this time
Help and hints:
- Forward rates. This is a spreadsheet to help you.
- Know how to simulate stock prices.
- Make sure your Monte Carlo pricing model
can get option prices close to Black-Scholes
values (for European-type options).
- We have done two exercises on loans/bonds.
- Make sure you know bond basics such as:
- How to calculate the price of a bond
- What is the YTM?
- What are coupon payments?
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Final Exam (Class 08)