Questions Asked in TYBFM Sem 5 Derivative Markets October 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 October 2011 University Exam:

Explain the meaning of “Derivatives” and the various underlying assets in derivatives.

 

Explain the role of three major participants in derivatives market.

 

Distinguish between “Futures Contract” and “Options Contract”.

 

Explain the different types of margins in derivatives market.

 

What are the different types of orders in derivatives market ?

 

An investor took two positions in the futures market which are as foliows:
(i) Sold a futures contract on SBI with a lot size of 100 shares at Rs. 60 spot and at expiry it closed at Rs. 64.
(ii) Bought a futures contract on ICICI Bank with a lot size of 1000 shares at Rs. 80 spot and at expiry it closed at Rs, 75.
Find the net profit or loss for the investor from both the positions.

Explain the concept of “lntrinsic Value and ‘Time Value’ used in option pricing.

 

Explain the option Greeks “Theta” and “Vega”.

 

Explain the terms – in the Money, At the money and Out of the money and its significance.

 

An investor buys a put option on Tata Steel at Rs. 350 strike priee by paying a premium of Rs. 10″ The spot price of Tata Steel at expiry is Rs. 320. The lot size of Tata Steel is 800 shares. Find the profit or loss for the investor.

 

What are the different factors that affect the Option pricing ?

 

Discuss – “Value at Risk is a widely used risk measure of the risk of loss on a specific portfoiio of financial assets’.

 

what are the different types of risks in the derivatives market?

 

 

Write a short note on Functions of Clearing House.

 

 

Write a short note on Put Call (OI) Ratio.

 

 

Write a short note on Swaps.

 

 

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