什麼是隱含波動率?VIX?要交報告!!!!很急THANKS!

Objectives

Finance consists of three interrelated areas: money and capital markets, investments, and financial management. Career opportunities within each field are varied and numerous, but financial managers much have a knowledge of all three areas. This course helps students to make good financial decisions, provides a solid text for the introductory Financial management, and motivates students by demonstrating finance is relevant and interesting.

Text Book

Eugene F. Brigham, Louis C. Gapenski, and Michael C. Ehrhardt, Financial Management: Theory and Practice, South-Western Educational Publishing.

Grading Policy

Midterm examination 25%

Final examination25%

Written Report and Presentation (accompanied with PPT slides) 25%

Class attendance25%

Course Dates and Outlines

DateContent

9/29/2007Introduction

10/13/2007Risk and return: Basics and extensions

10/27/2007Time value of money; Report #1

11/10/2007Stocks and their valuation; Report #2

11/24/2007The cost of capital; Midterm Examination

12/08/2007The cost of capital; Report #3

12/22/2007Capital Structure; Report #4

1/05/2008Dividend Policy; Final Examination

Report #1: Is Bond downgrade good news or bad news to shareholders? Using call and/put option’s implied volatility and the executive stock option plans as the proxies of the downgrade reasons.

Report #2: Using VIX futures and VIX options to hedge forward volatility risk.

Report #3: The impact of economic derivatives (including digital options) on stock markets.

Report #4: Is option implied volatility a good proxy for the risk of the company’s investment projects?

已更新項目:

要回答:

2 個已更新項目:

要回答REPORT#2:USING VIX FUTURES AND VIX OPTIONS TO HEDGE FORWARD VOLATILITY RISK.

1 個解答

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