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INVE3000 Introduction to Derivative Securities

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Please give short answers for the listed questions 1. What are the difference between Crude oil (commodity) spot price, Crude oil company stock price, Crude oil futures price (different month), Crude oil futures option price? 2. Please find a similar graph online, copy and paste in your essay to verify the graph below, then give a brief introduction of the negative WTI Crude Oil Spot Price on 20th April 2020. 3. On the same day, the WTI crude futures contract, linked tightly to the physical oil market. The Crude Oil Front Month Futures (CLc1) which expires in May closed at -$37.63/bbl. Please find a graph online showing the above fact 4. We know that the nearby contract turned negative, what about the deferred month futures, e.g., the June contract? Was it also negative or it was still trading at a positive price, please explain? Please also show me the graph. 5. If futures price turns negative, will future option price also goes to negative? Or option strike price will be adjusted to a negative value, but futures option premium is still positive? Please answer this question based on the table. 6. The Black-Scholes option pricing formula requires the underlying price to stay positive. Then, Black-Scholes cannot be used to price the Crude oil futures option when Crude oil futures price go negative. How did the exchange solve the option pricing problem allowing negative underlying price? (Hint: CME group employed Bachelier model. You will be awarded a full mark by copying and paste the information from the website and provide in-text citations with references. We will get back to this piece of knowledge after we learn option pricing in week 7

INVE3000 Introduction to Derivative Securities

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1. Strategies available to an organisation to enable the creation and maintenance of value; 2. The financing choices available to organisations and the relevance of capital structure; 3. The financial and operating risks faced by organisations and the strategies for mitigating these risks;  4. ...

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Task: Analyse the Wollongong property market by referring to given data and use 4Q model of DiPasquale and Wheaton for the analysis and working. Should present a strong conclusion. This individual report is about identifying and applying the data needed when analysing the dynamics of a property su ...

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Task 1: Financial institutions and the tax system Sanjay currently earns $95,000 per annum and his total income has exceeded $90,000 for the past two years. He has inherited $50,000 and wants to place the money on term deposit for 12 months. He’s asked you for advice on the range of financial ...

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Question 1 (Mean-variance optimization - 10 marks)You have been approached by a client who is interested in investing in equities. After somequestionnaires, you discover that you client's utility function can be approximated by aquadratic utility,U(E[rq]; Var[rq]) = E[rq] 12AVar[rq]; A > 0:(a) Ba ...

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