Questions Asked in TYBFM Sem 5 Derivative Markets March 2011 University Exam

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If you are looking for TYBFM sem 5 university question papers then your search ends here as we present to you the Questions Asked in TYBFM Sem 5 Derivative Markets March 2011 University Exam:

Explain what are derivatives and all the different types of derivatives.

 

 

Explain the difference between over the counter contracts and exchange traded contracts.

 

 

Explain the role of Hedgers, Speculators and Arbitrageurs in the financial markets.

 

 

Explain the term underlying assets in the derivatives market with suitable examples.

 

 

Explain the concept of initial margin and mark to market margin.

 

 

Explain the concept of Open lnterest and Trading Volume.

 

 

An investor took two positions in the futures market which are as follows :-
(i) Sold a futures contract on lFCl with a lot size of 4000 shares at Rs. 60 spot and at expiry it closed at Rs. 65.
(ii) Bought a futures contract on Unitech with lot size of 4000 shares at Rs. 80 spot and at expiry it closed at Rs. 75.
Find the net profit or loss for the investor from both.

Explain what is long futures and short futures with relevant pay off diagrams.

 

 

Explain the Terminologies. ln the Money, at the Money and out of the Money.

 

 

Explain the concept of long put and short put with relevant pay off diagrams.

 

 

An investor buys a put option on DLF at Rs. 350 strick price by paying a premium of Rs. 10. The spot price of DLF at expiry is Rs. 320. The lot size for DLF is 800 shares. Find the proflt or loss for the investor.

Explain Gamma greek.

 

 

Explain Vega greek.

 

 

Explain the concept of value at Risk.
What are the different types of Risk’s in the derivatives Market ?
Write a short note on Exercise Price and Spot Price.
Write a short note on Bull and Bear.
Write a short note on Theta.

 

 

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