BUSI 588

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Homeworks

This web page offers you electronic access to the course's homeworks and their associated solutions.

• Homework 1 , on payoffs from trading strategies, put-call parity and static arbitrage. Homework solutions (pdf file) with supportive spreadsheet.
• Homework 2 , on forwards and other static trades. Data on futures prices from NYMEX. Homework solutions (pdf file) with supportive spreadsheet.
• Homework 3 , on binomial trees and dynamic trades. Homework solutions (pdf file) with supportive spreadsheet.
• Homework 4 , on Black-Scholes. Homework solutions (pdf file) with supportive spreadsheet.
• Homework 5 , on risky debt and convertibles. Homework solutions (pdf file) with supportive spreadsheet.