FNCE30007DERIVATIVESECURITIESINFORMATIONONTHEFINALEXAMINATION

Note:Thisdocumentprovidestheonlyinformationthatwillbemadeavailabletostudentsaboutthefinalexamination. Theexaminationconsistsofthreesections.

o Thefirstsectionhasfivemultiplechoicequestions.o Thesecondsectionhasfivetruefalsequestions.o Thethirdsectionconsistsof10questions.Eachquestioninthissectionmight

havemultipleparts.o Eachmultiplechoiceandtruefalsequestionisworth1.5marks.o Thequestionsinthethirdsectionareworthbetween5and18marks.o Thetotalnumberofmarksis100.

All material in the subject after the first four lectures is directly examinable. This

includes all lectures, tutorials, required readings, etc. Please note that although thematerialinthefirstfourlecturesisnotdirectlyexaminable,thisdoesntmeanthatyoucancompletely ignorethe first four lectures forexample,weusedtheBlackScholesMertonmodelinLecture5.

Theexaminationpaperprovidesfivepagesforroughwork.Theexaminationpaperalso

providesspaceforyouranswers.Itrytoprovidemorespacethanstudentswillrequire.Hence,donot feelunderanypressureto fillupthespace.Ashortbuttightly focusedanswerusuallyearnsmoremarks thana verbose, ramblinganswer,and requires lesstimetowrite.

FinalexaminationconsultationhourscanbeviewedontheLMSinthefinalexamfolder

aftertheybecomeavailable. This isathreehourexaminationplusa15minutereadingtime.Youarenotpermitted

towriteduringthereadingtime. Thisisaclosedbookexamination. Theexaminationisworth75%ofyourfinalgrade. Bringanauthorisedcalculatorwithyoutotheexamination.Acalculatorthatcanstore

andretrievetextisnotanauthorisedcalculator. Bringyourstudentcardwithyoutotheexamination. A formula sheet and standard normal table will be provided at the end of the

examinationpaper.CopiesoftheformulasheetandstandardnormaltableareavailableontheLMS.

Goodluck!!!