也请教一个金融面试题? (转载)# Business - 商学院
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【 以下文字转载自 Quant 讨论区 】
发信人: leephy (leephy), 信区: Quant
标 题: 也请教一个金融面试题?
发信站: BBS 未名空间站 (Tue Dec 25 10:41:44 2007)
you have just been hired as a financial adviser by a gold mining company. In
order to guarantee its revenue for the current year,the company has sold
call option on gold worth 150% of its annual production. These call options
have average strike price of 5% above the current market price and mature in
the next year. There is a rumor that a central major bank will soon
announce a halt
发信人: leephy (leephy), 信区: Quant
标 题: 也请教一个金融面试题?
发信站: BBS 未名空间站 (Tue Dec 25 10:41:44 2007)
you have just been hired as a financial adviser by a gold mining company. In
order to guarantee its revenue for the current year,the company has sold
call option on gold worth 150% of its annual production. These call options
have average strike price of 5% above the current market price and mature in
the next year. There is a rumor that a central major bank will soon
announce a halt