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(a) According to the Shiller’s (2011) lecture on Forwards and Futures Markets: (i) What is the difference between a forward and futures contract (ii) Why was standardisation important (iii) Explain the difference between contango and backwardation (iv) What is the relevance of counterparty risk, margin accounts and the fair market value formula (v) What are Financial Futures? How are they different to other type of Futures contracts? (b) According to Shiller’s (2011) lecture on Options Markets (i) What is meant by put call parity (ii) how can a riskless portfolio be implemented using the binomial model (iii) What is Implied Volatility? According to Shiller how should we interpret the VIX index? How, according to the Hull Text is implied volatility and volatility skew conventionally measured? How do we interpret the existence of a volatility smile? Describe how implied volatility can be calculated using goal seek, using VBA and C++ bisection techniques. Make reference to Benninga’s approach when estimating implied volatility at the end of lecture 3. Also, explain why it is suboptimal to exercise an American call option early? [login to view URL]
Project ID: 9054851

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Hi, I am a professional writer, and I have some expert academic writers. I always check and recheck before sending to the client. Do not worry about the deadline. I am eagerly waiting for your response. Thanks with best regards Hasan
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