0% found this document useful (0 votes)
25 views

MFP 02

This document provides the assignment for the January 2023 and July 2023 sessions of the MFP-002 Equity Derivatives course. It contains instructions for submitting the assignment, which is due by April 30, 2023 for the January session and October 31, 2023 for the July session. The assignment contains 5 questions related to key concepts covered in the course, including defining derivatives and their types, explaining hedging and its inefficiencies, defining futures and how their prices are adjusted for dividends, defining options and the factors considered in call option pricing, and explaining the Delta and Gamma concepts.

Uploaded by

Vinay
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
25 views

MFP 02

This document provides the assignment for the January 2023 and July 2023 sessions of the MFP-002 Equity Derivatives course. It contains instructions for submitting the assignment, which is due by April 30, 2023 for the January session and October 31, 2023 for the July session. The assignment contains 5 questions related to key concepts covered in the course, including defining derivatives and their types, explaining hedging and its inefficiencies, defining futures and how their prices are adjusted for dividends, defining options and the factors considered in call option pricing, and explaining the Delta and Gamma concepts.

Uploaded by

Vinay
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 2

MFP-002

Management Programme

ASSIGNMENT
For
January 2023 and July 2023 sessions

MFP-002: Equity Derivatives


(Last date of submission for January 2023 session is 30th April, 2023 and
for July 2023 session is 31st October, 2023.

School of Management Studies


INDIRA GANDHI NATIONAL OPEN UNIVERSITY
MAIDAN GARHI, NEW DELHI – 110 068
ASSIGNMENT
Course Code : MFP-002
Course Title : Equity Derivatives
Assignment Code : MFP-002/TMA/JAN/2023
Coverage : All Blocks

Attempt all the questions and submit this assignment to the coordinator of your study
centre. Last date of submission for January 2023 session is 30 th April, 2023 and for
July 2023 session is 31st October, 2023.

1. What are ‘Derivatives’? Explain the various types of derivatives and discuss their uses
and applications.

2. What is Hedging? What are the various inefficiencies persisting in the process of
hedging?

3. What are Futures? Explain the process of price adjustments of futures when dividend or
bonus shares are paid out.

4. What is an ‘Option’? What are the factors taken into consideration for determining call
option prices?

5. Explain the following:

(i) Delta

(ii) Gamma

You might also like