Questions Asked in TYBFM Sem 5 Derivative Markets October 2010 University Exam


BFM 4

Hello TYBFMites,

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 2010 University Exam:

What are Derivatives and explain its characteristics?

Explain the different types of Traders in the Derivatives Market.

Distinguish between “Forward Contracts” and “Future Contracts”.

Mention the different types of Assets on which the Derivatives are based.

 

 

Explain the concept of “Cost of Carry” and “MTM”.

 

 

Explain Cash settlement and Physical settlement in Derivative Products.

 

 

An investor took a position in the Futures Market. He sold futures of HDFC Bank Ltd. when the futures is at Rs. 2,530 and at expiry the Cash Market Price closes Rs. 2,500. Find the Profit or Loss when the lot size is 50 shares. Also draw a payoff diagram for the same.

Explain the concept of Hedging with a suitable example.

 

 

Explain the terminologies of Writer, Premium, lntrinsic Value and Time Value.

 

 

Explain a long call and a short call with relevant payoff diagrams.

 

 

Explain the option Greeks “Delta and Gamma”.

 

 

A trader buys a call option of Reliance Ltd. @ Rs. 20 prernium, with a strike price of Rs” 1110 and on expiry the spot closes at Rs. 800. Lot size is 100 shares. Find the profit or loss situation and draw a payoff.

Explain how NSCCL manage risk.

 

 

Discuss about the Risk in derivatives market.

Write a short note on American and European Option.

 

 

Write a short note on Types of Orders.

 

 

Write a short note on lnitial Margin.

 

 


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