Appendix Financial Engineering and Risk Management Individual Written Essay Report – 50% Questions 1. Futures: a. Identify the benefits of using futures for hedging, speculating and arbitraging with...

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Appendix Financial Engineering and Risk Management Individual Written Essay Report – 50% Questions 1. Futures: a. Identify the benefits of using futures for hedging, speculating and arbitraging with real examples. b. Explore the comparative analysis of futures and forwards with the reference to previous studies. 2. SWAPS: a. Use real examples, e.g. business between IBM and MSFT, to explain how SWAPs enhance comparative advantages of business. b. Evaluate the credit risk embedded in SWAPs and identify what contracts can be used to reduce the risks. 3. Options a. Collect the live data from options markets on stock options, e.g. Apple options chain via NASDAQ and Yahoo finance. Explore and explain how to create major trading strategies involving options, e.g. butterfly, bull spread, bear / bull spread etc. b. Compare the strategies across at least 5 stock options. Identify the similarities and differences. Link the trading strategies to company’s performance, financial environment, business cycles and economic policy. 4. Securitization a. Appraise the contribution of financial innovations to credit crisis 2007-2008. b. Employ real business cases occurred 2007-2008 to address ‘What went wrong on derivatives market? Why? What lessons can be learned? Objectives The objective of this essay is to reflect on what you have learned from financial innovation and engineering in terms of the innovations in financial markets, e.g. ABS, MBS, and major derived financial contracts, e.g. futures, options and swaps. Also identify how innovative contracts contribute to financial instability and crisis, and what lessons can be learned. Meanwhile it enables students to familiar with the Bloomberg trading platform and other popular financial databases, e.g. Yahoo finance. Use them to collect financial data and analyse data using appropriate methods to achieve valuable conclusions. Guidelines: Relevant journal articles, newspapers and your textbook are supportive readings to the essay. Some of them are available on Emerald (see library page in OnlineCampus on how to access Emerald). 1. The essay should have an introduction, main body and conclusion. 2. The WORD LIMIT of the essay is 3000 words + 10% extra allowance and contents exceeding the word limits will NOT be marked. 3. You should note your WORD COUNT at the beginning of the essay. 4. Read the marking criteria of essay assessment and feedback strategies, and the module handbook before you start. 5. There must be no evidence of plagiarism. 6. Further guidance on the presentation and format of essays and referencing and plagiarism will be in project guidelines [including how the authenticity and originality of student work will be monitored]. 7. References should be indicated in the text, of the written report, using the Harvard (name and date) system, for example “Recent research (Fama and French 1998; Ritter 1984) suggests…” or, “Previously, Ibbotson and Jaffe (1974) have contended…”. A full bibliography, in alphabetical order, must be included at the end of the written report. Reading List: Hull J. C. (2016), Fundamentals of Futures and Options Markets. 9th ed. Pearson (earlier edition available). Recommended: Hull J. C. (2018), Option, Futures and other Derivatives, 10th ed. New York: Pearson Prentice-Hall. Chartered Institute for Securities and Investment Institute (2011), Derivatives Unit 3 workbook, London. (CISI workbooks available in library) Jacques, Ian, (2013), Mathematics for economics and business, 7th ed. Financial Times: Prentice Hall. Frank K. Reili and Kei (2012), Analysis of investment & management of portfolios, 10th ed. South-Western. Securities and financial derivatives: the official learning and reference (2007), 4th ed. London: Securities & Investment Institute. Additional Instructions: For any essay style answers and the written report they will be assessed on content, writing style and originality. Concerning content, marks will be awarded for · clarity and flow of argument · knowledge of the extant literature and theory · evidence of understanding the question asked · use of examples and/or case studies Regarding writing style, marks will be awarded for · use of English. Essays should be grammatically correct, with no spelling or typing errors (in the case of the written report) · neat presentation · structure, that is use of paragraphs, headings and sub-headings · bibliography (in the case of written report). References should be indicated in the text of the essay style answers and the written report using the Harvard (name and date) system, for example “Recent research (Fama and French 1998; Ritter 1984) suggests…” or, “Previously, Ibbotson and Jaffe (1974) have contended…”. A full bibliography, in alphabetical order, must be included in the written report. Appendix Financial Engineering and Risk Management Individual Written Essay Report – 50% Questions 1. Futures: a. Identify the benefits of using futures for hedging, speculating and arbitraging with real examples. b. Explore the comparative analysis of futures and forwards with the reference to previous studies. 2. SWAPS: a. Use real examples, e.g. business between IBM and MSFT, to explain how SWAPs enhance comparative advantages of business. b. Evaluate the credit risk embedded in SWAPs and identify what contracts can be used to reduce the risks. 3. Options a. Collect the live data from options markets on stock options, e.g. Apple options chain via NASDAQ and Yahoo finance. Explore and explain how to create major trading strategies involving options, e.g. butterfly, bull spread, bear / bull spread etc. b. Compare the strategies across at least 5 stock options. Identify the similarities and differences. Link the trading strategies to company’s performance, financial environment, business cycles and economic policy. 4. Securitization a. Appraise the contribution of financial innovations to credit crisis 2007-2008. b. Employ real business cases occurred 2007-2008 to address ‘What went wrong on derivatives market? Why? What lessons can be learned? Objectives The objective of this essay is to reflect on what you have learned from financial innovation and engineering in terms of the innovations in financial markets, e.g. ABS, MBS, and major derived financial contracts, e.g. futures, options and swaps. Also identify how innovative contracts contribute to financial instability and crisis, and what lessons can be learned. Meanwhile it enables students to familiar with the Bloomberg trading platform and other popular financial databases, e.g. Yahoo finance. Use them to collect financial data and analyse data using appropriate methods to achieve valuable conclusions. Guidelines: Relevant journal articles, newspapers and your textbook are supportive readings to the essay. Some of them are available on Emerald (see library page in OnlineCampus on how to access Emerald). 1. The essay should have an introduction, main body and conclusion. 2. The WORD LIMIT of the essay is 3000 words + 10% extra allowance and contents exceeding the word limits will NOT be marked. 3. You should note your WORD COUNT at the beginning of the essay. 4. Read the marking criteria of essay assessment and feedback strategies, and the module handbook before you start. 5. There must be no evidence of plagiarism. 6. Further guidance on the presentation and format of essays and referencing and plagiarism will be in project guidelines [including how the authenticity and originality of student work will be monitored]. 7. References should be indicated in the text, of the written report, using the Harvard (name and date) system, for example “Recent research (Fama and French 1998; Ritter 1984) suggests…” or, “Previously, Ibbotson and Jaffe (1974) have contended…”. A full bibliography, in alphabetical order, must be included at the end of the written report. Reading List: Hull J. C. (2016), Fundamentals of Futures and Options Markets. 9th ed. Pearson (earlier edition available). Recommended: Hull J. C. (2018), Option, Futures and other Derivatives, 10th ed. New York: Pearson Prentice-Hall. Chartered Institute for Securities and Investment Institute (2011), Derivatives Unit 3 workbook, London. (CISI workbooks available in library) Jacques, Ian, (2013), Mathematics for economics and business, 7th ed. Financial Times: Prentice Hall. Frank K. Reili and Kei (2012), Analysis of investment & management of portfolios, 10th ed. South-Western. Securities and financial derivatives: the official learning and reference (2007), 4th ed. London: Securities & Investment Institute. Additional Instructions: For any essay style answers and the written report they will be assessed on content, writing style and originality. Concerning content, marks will be awarded for · clarity and flow of argument · knowledge of the extant literature and theory · evidence of understanding the question asked · use of examples and/or case studies Regarding writing style, marks will be awarded for · use of English. Essays should be grammatically correct, with no spelling or typing errors (in the case of the written report) · neat presentation · structure, that is use of paragraphs, headings and sub-headings · bibliography (in the case of written report). References should be indicated in the text of the essay style answers and the written report using the Harvard (name and date) system, for example “Recent research (Fama and French 1998; Ritter 1984) suggests…” or, “Previously, Ibbotson and Jaffe (1974) have contended…”. A full bibliography, in alphabetical order, must be included in the written report.
Answered Same DayOct 16, 2021

Answer To: Appendix Financial Engineering and Risk Management Individual Written Essay Report – 50% Questions...

Rahul Kumar answered on Oct 18 2021
149 Votes
FINANCIAL ENGINEERING AND RISK MANAGEMENT
The introduction of financial derivatives and especially diversitiesDerivatives on spirited traded platforms revolutionized the landscapeof the financial industry worldwide. Derivatives are the contracts which derives its value from underlying assets. The underlying assets can be financial instruments like bonds, stocks, currencies, interest rates, commodities market indices. Derivative market includes futures, forwards, swaps and options. Derivatives contracts are eighter exchange traded or over the counter traded. In over the counter derivative there is higher counter party risk w
hereas the exchange traded derivatives are standardized and is heavily regulated
Futures are the standardized forward contract where the forward contract is defined as an agreement between two parties to exchange an asset for cash at a future date, which is predetermined for a specified price (Investopedia, 2020).
Example: - If a person agrees with a cotton dealer on January 1 to buy 1000 bales of cotton on July 1 at a price of 800 per bale it means the person are in long (brought) forward cotton, whereas the cotton dealer has short (sold) forward contract of cotton. Here, no money or cotton changes hand when the deal is signed. In forward contract the terms of transactions that will occur in the future is specified. The forward buyer has an obligation to buy the underlying asset at a contract price to offset the contract (Yahoo Finance, 2020).
Futures are the legally binding agreement between the buyer and the seller and these contracts are highly uniform and are well-defined.
The participants in the futures contract includes the hedgers, the speculators and the arbitragers.
Hedgers- These are the parties who are exposed to the risk as they have a prior position in the commodity / financial instruments that are specified into the futures contract (Weatherhead, 2019).
For example- a farmer may be expecting a produce of “x” tons of wheat from his farm two months hence or an investor may be currently owing to broadly diversified portfolio of equity stocks worth Rs. “p” million now. By taking an opposite position in the futures market, parties who are at risk with an asset can hedge their position. Like farmer may sell wheat futures and the investor may sell stock index futures and by doing so they can shield themselves against the risk of unexpected price changes.
A party who has a long cash position may short the futures. Say a portfolio manager who wants to liquidate his equity portfolio for six months from now but is worried about the stock market level six months hence may sell stock index futures of six months maturity. Should the market fall in six months, the gains from squaring the stock index futures position would substantially offset the erosion in the value of the portfolio. Likewise, a bond portfolio manager who wants to protect his portfolio against interest rate increase may sell the treasury bonds futures.
A party who is not currently in cash but who is cash but who expects to be in cash in future may buy a futures contract to eliminate uncertainly about the price. For example, a miller who wants wheat three months hence may buy a three – months wheat futures contract to hedge against the risk of price change.
Speculators- They buys or sells futures contracts in an attempt to earn a profit. They do not have a prior position that they want to hedge against price fluctuation. Since speculators participate in the commodity derivatives markets for trading only andnot for the purpose of using the underlying commodity, so instead of taking physical delivery ofcommodities they liquidate their positions prior to or upon expiry of their futures andoptions contracts. are the subset of the speculators are the day Traders, position Traders and market makers.
Day traders take place in derivative contracts and separate them before closing
Same Trading Day. In derivatives markets, hedgers transfer their risk to speculators.whereas
Hedgers try to avoid risk and price changes on the other, to protect them from speculators
Accept risk in attempting to profit from price changes.Position Traders maintain overnight positions, which may run into weeks or even months, inanticipation of favorable movement in the commodity futures prices. They may hold positionsin which they run huge risks and with a possibility to earn big profits if their directional call provedto be correct. To keep the position alive over the time, they may need to roll-over near monthFutures position to next month Futures position, as higher liquidity is generally found in near month contracts only (Daniels Trading, 2020).
Market Maker is a class of member who is obligated to provide liquidity in the Exchange in the
relevant commodity by giving two-way quotes at all times on such terms and conditions as may
be prescribed by the Exchange from time to time.
Arbitrageurs- Arbitrageurs simultaneously buy and sell in two markets where their selling price in one marketis higher than their buying price in another market by more than the transaction costs, resulting in riskless profit to the arbitrager. Arbitragers make riskless profit by exploiting the pricedifferentials across markets or exchanges. In commodity derivatives, we may see arbitrage playbetween Futures – Spot or within Futures when we see huge backwardation. However, arbitrageopportunities arise infrequently and vanishes within a very short span of time. They alsorequire availability of funds and commodity stocks for settlement of both the legs of the transaction (Corporate Financial Institute, 2020).
Example- The spot index is 8000- and one-month index futures is 8120 when the risk – free interest rate is 1% per month. This means that futures are trading above its theoretical value of 8080. There is pricing difference of 40. An arbitrager can exploit this mispricing by buying the spot index and selling index futures and holding till expiration.
Based on the study on a Mauritian perspective done in being regard to the GBOT setting in Mauritius the researcher compares the over the counter trading with the exchange traded derivative market. Where forwards are used for OTC and futures are for the exchange traded. In the study it was found that...
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