Exam Details
| Subject | Quantitative And Statistical Techniques For Financial Markets | |
| Paper | ||
| Exam / Course | MASTER OF BUSINESS ADMINISTRATION (MBAFM) | |
| Department | Centre for Corporate Education, Training & Consultancy (CCETC) | |
| Organization | indira gandhi national open university | |
| Position | ||
| Exam Date | December, 2016 | |
| City, State | new delhi, |
Question Paper
No. of Printed Pages 3
IMCT-0'721
MASTER OF BUSINESS ADMINISTRATION IN FINANCIAL MARKETS
(MBAFM) ClCl32E1
Term-End Examination
December, 2016
MCT-072 QUANTITATIVE AND STATISTICAL TECHNIQUES FOR FINANCIAL MARKETS
Time: 3 hours Maximum Marks: 100
Note: Attempt any five questions. All questions carry equal marks.
1. Financial mathematicians investigate markets on the basis of a simple premise; when you price an asset it should be impossible to make money without the risk of losing money, and by symmetry, it should be impossible to lose money without the chance of making money. Elucidate the above statement. 20
2. How does Monte Carlo estimation work Explain your answer with the help of a suitable example. What are the ways to understand graphical charts 20
3. How would you implement the statistical techniques in the following? 20
Financial Consulting
Securities Regulation
Imaginary Data
4. Why is the measure theoretic approach so important in finance? What are its limitations? 20
5. What do you mean by stochastic orders of magnitude?
Throw light on an Option Pricing Model. 20
6. Distinguish between any two of the following 2x10=20
Expected value and Expected return
Population and Sample
Gamma and Vega
7. Briefly comment on any two of the following: 2x10=20
Stochastic Portfolio Theory is a flexible framework for analyzing portfolio behaviour.
The measure of risk by variance would place equal weight on the upside deviations and downside deviations.
Arbitrage exists as a result of market inefficiencies.
8. Write short notes on any two of the following: 2xl0=20
Deterministic
Options
Hedging
IMCT-0'721
MASTER OF BUSINESS ADMINISTRATION IN FINANCIAL MARKETS
(MBAFM) ClCl32E1
Term-End Examination
December, 2016
MCT-072 QUANTITATIVE AND STATISTICAL TECHNIQUES FOR FINANCIAL MARKETS
Time: 3 hours Maximum Marks: 100
Note: Attempt any five questions. All questions carry equal marks.
1. Financial mathematicians investigate markets on the basis of a simple premise; when you price an asset it should be impossible to make money without the risk of losing money, and by symmetry, it should be impossible to lose money without the chance of making money. Elucidate the above statement. 20
2. How does Monte Carlo estimation work Explain your answer with the help of a suitable example. What are the ways to understand graphical charts 20
3. How would you implement the statistical techniques in the following? 20
Financial Consulting
Securities Regulation
Imaginary Data
4. Why is the measure theoretic approach so important in finance? What are its limitations? 20
5. What do you mean by stochastic orders of magnitude?
Throw light on an Option Pricing Model. 20
6. Distinguish between any two of the following 2x10=20
Expected value and Expected return
Population and Sample
Gamma and Vega
7. Briefly comment on any two of the following: 2x10=20
Stochastic Portfolio Theory is a flexible framework for analyzing portfolio behaviour.
The measure of risk by variance would place equal weight on the upside deviations and downside deviations.
Arbitrage exists as a result of market inefficiencies.
8. Write short notes on any two of the following: 2xl0=20
Deterministic
Options
Hedging
Other Question Papers
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- Centre for Corporate Education, Training & Consultancy (CCETC)
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Subjects
- Capital Markets
- Corporate Finance
- Dept Management
- Derivatives
- Economics For The Financial Markets
- Forex Markets
- Market Instruments And Processes - Existing, New And Emerging
- Portfolio Management
- Private Equity And Venture Capital
- Quantitative And Statistical Techniques For Financial Markets
- Securities And Business Law
- Technical Analysis