Jawaharlal Nehru Technological University Hyderabad 2011-3rd Sem M.B.A Code No: E5316 -s, / DERIVATIVES - Question Paper

Time: 3hours Max. Marks: 60
ans any 5 ques.
All ques. carry equal marks
- - -
1. discuss the term financial derivatives, elaborate its important features? discuss with
suitable examples.

2. Distinguish ranging from forward contracts and future contracts with suitable examples?

3. discuss the features of choices and its types? elaborate the differences ranging from futures
and options?

4. describe the swap. discuss its features advantages and disadvantages.

5. discuss currency futures.

6. explain the nature of currency swaps and discuss various kinds of currency swaps.

7. What do you mean by Hedging? discuss the basic features of Hedging.

8. Spot price of 1 year non dividend paying stock is Rs.240/-Interest rate is 15%.Establish
forward price using arbitrage argument. What transactions will be undertaken if the
forward price is Rs.248/-.

Earning:   Approval pending.