Tuesday, February 7, 2023

Dr. A.P.J. Abdul Kalam University MBA VI Sem Financial Engineering & Risk Management [MBA404F] June 2021 Question Paper

Dr. A.P.J. Abdul Kalam University

Master of Business Administration

Fourth Semester Main Examination, June-2021

Financial Engineering & Risk Management [MBA404F]

Time: 3:00 Max Marks 80

Note : Attempt any five questions.

All question carry equal marks.

Q.1 Discuss the various option strategies. Explain strategies for call option

& put option.

Q.2 Explain convergence of futures and spot price in futures market.

Q.3 How Future & Forward contracts are helpful in minimizing the risk?

Discuss.

Q.4 Write Short notes on:

(i) Black Schoes Model.

(ii) Over the Counter Exchanges.

Q.5 Discuss the variations of theta of a European call option with the stock

price and time-to-maturity.

Q.6 What is Future Contract? Explain why a future contract can be used

either speculation or hedging?

Q.7 What do you understand by Intrinsic Value and Time Value of Option

contract?

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