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RSM435 Exam
3 hours
aid sheet
calc
8 questions
1. Options - markets properties
2.Trading strategies - using opetions
3. Binomial option pricing model
4. Black Sholes model
5. Greeks
6. Forward/futures prices
7. INterest rate futures
8. Swaps
15 marks to 35 marks range, 180 marks total - hard swaps question,
     
 
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