Quantitative Asset And Liability Modelling
d) European gap put option:
Stricke price = K1
Payment trigger = K2
Expiry date = T
Optimal payment level of trigger K2 =
GapPut(S,K1,K2,T) = K1e^-rT *N (-d2) –Se ^–dt N (-d1)
Suitable upper bond = [p <= K1*exp(-rt)]
e) Current price S0 = $ 20
Risk free force of interest = 3%
Continuously compounded real world drift = 7%
Volatility =15%
Time = 2 years
…
Blockchain for Competitive Advantage
Table of Contents
Introduction.
Article Review.
Benefits of Blockchain.
Limitations of Blockchain.
Journal Review..
Future of Blockchain.
Organization Is Considering Whether to Adopt Blockchain But Is Unsure Of Whether Blockchain Is Hype or Opportunity.
Recommendations to Management
Whether you believe that Blockchain is hype or an opportunity.
Conclusion.
References.
Int…
Management Accounting - Question 1
Solution
If we are keeping old machine
Depreciation Per Year $4000
Annual operating cost $10000
Salvage value $0
Therefore, Total expense for one year will be operating cost + Depreciation i.e. $4000+$10000
=$14000
For three years it will be $42000
If we buy new machine
Cost of Acquisition $14000
Salvage value of current machine $3000
Annual Operating cost $8000
Salvage …
Contents
Question No 1:
Question No 2:
Question No 3:
Question No 4:
Question No 5:
Question No 6:
References:
Competitive Strategy - Question 1
General environmental forces affect all the companies existing in the industries and not just one company. The General Environment elements that affect the future of the German luxury car industry are:
Economic: There is a rapid transformation in the mobility economy. The…
Table of Contents
Answer to Question 1
Answer to Question 2
Answer to Question 3
Answer to Question 4
Answer to Question 5
Answer to Question 6
References
Strategic Information Systems for Business and Enterprise - Answer to Question 1
The following are considered:
To reduce the risk of fraudulent activities in an organization the advanced technology transaction processing system helps in many ways. With the help o…
Corporate Finance
Answer 1) a) Irrelevant costs are costs that won’t be affected by a managerial decision. Irrelevant costs are those that will not change in the future when you make one decision versus another. Examples of irrelevant costs are sunk costs, committed costs, or overheads as these cannot be avoided (Kenton, 2020).
Relevant cost is a managerial accounting term that describes avoidable costs that are incurred only when mak…
Woolworths and Coles Microeconomic Analysis
Introduction to Increased Concentration In Supermarkets
The weak competition can lead to increase in the problems of the economy. There is not enough competition in the big two supermarkets of Australia. The evidence shows that the concentration within the industries is increasing. This report performs a microeconomic analysis of the market structure in the top big supermarkets in Australia: …
Contents
Question-1:
Question-2:
Question-3:
Question-4:
References:
Auditing and Assurance - Question 1
As per IAS-37; Provisions, Contingent Asset and Liabilities, management is responsible to account for it and reflect them in financial statements. Since the claim has been filed but not yet approved, no adjustment is needed. But it needs to disclose in F/S because it would have a significant effect on users of financial…
Directors’ Tasks and Responsibilities Under Corporation Act 2001
Introduction to Centro Case Analysis
Under the various of the provisions of the CA 2001, directors are bound to act ethically, morally and always keeping the best economic and business interests of shareholders, stakeholders and others who have vested interests in the business(Deloitte & Touche, 2014).
Corporate Malfeasance or Concerted Ignorance
What happ…
Derivative and Fixed Income Securities - Question 1
Part I
Initial margin requirement= 60000 x 15.29 x 10% X 2 cents + $ 1200
= $ 3,035
Loan from broker = 60000 x 15.29 x 2 cents x 90%
= $ 16,513
Margin call= 16,513/1-0.10= $ 18,347
Hence, price at which margin call will be recd= 18,347*100/(60,000*2)= 15.28 cents
Part II
Higher the volatility, higher the futures price. Hence, the initial margin requirement will a…
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