《金融工程学》试卷A(国外英文资料).docVIP

《金融工程学》试卷A(国外英文资料) Changsha institute of technology examination paper The examination paper number will be signed by the director of the teaching and research room (or the teacher) Course name (class) financial engineering course code AD industry level. (and) methods (open and shut) One, choice. If a company wants to replace risk with certainty when drawing up investment plans, the alternative is (). A. spot trading b. forward trading c. option trading d. exchange A 3-by-6 forward rate agreement (). A: the FRA contract, which starts in March, will begin in March No, no, no, no, no, no, no, no, no The real purpose of futures trading is (). A. as A means of exchange of goods, b. transfer property rights of physical assets or financial assets C. reduce the risk for traders In interest rate futures trading, the relationship between price index and future interest rate is (). When the interest rate goes up, the futures price goes up When interest rates rise, futures prices fall The European dollar means (). A. A dollar bond issued by European countries in Europe The U.S. dollar bond issued by the United States in Europe Bond prices are affected by market interest rates. If market interest rates rise, then (). A. bond prices go down b. bond prices rise American option is the execution time () of the option. A. it can only be at the end of the expiry date C. can not change at any time before maturity date or due date The margin requirements for option trades are generally applicable to (). The buyer of the option, buyer b. option of the buyer b. option When the futures contract gets closer to the delivery date, the current price and the futures price gradually contract. This process is known as the () phenomenon. A. conversion factor b. C 10, the company three months after a $1 million cash inflows, to prevent the dollar exchange rate risk, the company can consider to do a three month period for amount of usd 1 million (). A. buy futures b. sell futures c. buy options d.