CH 14

[alex smirnov]

Hi Everyone,

Here's CH14 from Chako's book

http://dl.dropbox.com/u/9325434/School/Financial%20Instruments%20and%20Markets%20CH%2014.pdf

[03Jane]

What about the finance ebusiness example links? :)

 

[alex smirnov]

here's a couple  (from here http://www.finovate.com/)

www.mint.com

https://robotdough.com

https://www.betterment.com/

https://www.hiddenlevers.com/ (this one is not free unfortunately)

http://www.matchfund.com/

[Shashank Saggar]

I spoke to a few of you and sounds like Saturday afternoon (1 pm) is the best time to meet and discuss the case (Let me know if you guys think another time on Saturday is better). Lets use the meeting info below:

To join the meeting:

http://my.adobe.acrobat.com/shashank_saggar/

Meeting ID: 6309463

Password: 87654321

Shashank

[03Jane]

Google Advisor looks pretty interesting for comparing rates... wish the filters were more detailed, especially for credit card choices..

https://www.google.com/advisor/

[sundar]

Can we do it Sunday evening instead?

On May 19, 3:09 pm, Shashank Saggar <shankssag...@gmail.com> wrote:
> I spoke to a few of you and sounds like Saturday afternoon (1 pm) is the best time to meet and discuss the case (Let me know if you guys think another time on Saturday is better). Lets use the meeting info below:
>
> To join the meeting:
>
> http://my.adobe.acrobat.com/shashank_saggar/
>
> Meeting ID: 6309463
>
> Password: 87654321
>
> Shashank
>
> On May 19, 2011, at 2:46 PM, alex smirnov wrote:
>
>
>
>
>
>
>

> > here's a couple  (from herehttp://www.finovate.com/)

>
> >www.mint.com
> >https://robotdough.com
> >https://www.betterment.com/

> >https://www.hiddenlevers.com/(this one is not free unfortunately)
> >http://www.matchfund.com/

[Shashank Saggar]

Sunder,

Never hurts to meet twice :-) How about 7 pm tomorrow?

For those who can make it for the meeting today @ 1, we'll also meet tomorrow @ 7 with the same meeting information.

Shashank

[Ashish Swaroop]

What is the number to call?

[Shashank Saggar]

1-877-220-5439

Meeting ID: 6309463

Password: 87654321

[sundar]

Was anyone able to reconcile the call option pricing in Appendix B
using black scholes with the information provided for S,K,
volatility?

What rate should be used to discount the dividend payments? Also the
dividends is stated as a %, but is it based on the strike price and
what is the frequency?

thanks,
sundar

On May 21, 1:01 pm, Shashank Saggar <shankssag...@gmail.com> wrote:
> 1-877-220-5439
> Meeting ID: 6309463
> Password: 87654321
>
> On May 21, 2011, at 12:59 PM, Ashish Swaroop wrote:
>
>
>
>
>
>
>
> > What is the number to call?
>

> > On Thu, May 19, 2011 at 3:09 PM, Shashank Saggar <shankssag...@gmail.com> wrote:
> > I spoke to a few of you and sounds like Saturday afternoon (1 pm) is the best time to meet and discuss the case (Let me know if you guys think another time on Saturday is better). Lets use the meeting info below:
>
> > To join the meeting:
>
> >http://my.adobe.acrobat.com/shashank_saggar/
>
> > Meeting ID: 6309463
>
> > Password: 87654321
>
> > Shashank
>
> > On May 19, 2011, at 2:46 PM, alex smirnov wrote:
>

> >> here's a couple  (from herehttp://www.finovate.com/)

>
> >>www.mint.com
> >>https://robotdough.com
> >>https://www.betterment.com/

> >>https://www.hiddenlevers.com/(this one is not free unfortunately)
> >>http://www.matchfund.com/

[Elliott Le]

Hi Shashank,

Sorry, I couldn't make it to the web meeting. Do you have the notes from the meeting? Thanks.

For the profit calculation, I have something like 51.36M in total revenue at 85.53Yen/USD. Way off... It should be over 90M if the target rate is 15% growth in EPS. Any ideas?

Also, anyone figure out how to convert to 30-day spot rate? Do we use the same formula in class? If so, do we use the 1-YR treasury?

Elliott Le

--
Elliott Le

[Shashank Saggar]

Hi Elliot,

Here are quick notes from today:

Exposure to risk: All currencies that can potentially have variable returns ( ~ 82%) with Japan being the most likely (~ 40%).

As for the option A vs. B, we all agreed that option B is better since it minimizes the infinite risk. As for Diva, they must use one of the ways to hedge their risk.

For profit calculation, use the numbers from Exhibit 4 with the appropriate spot rates to calculate the profits - they come to ~ 94M if you combine the 6 month period ending in April and the one in September

Shashank

[Erin Robinson]

What did you guys get for your payoff diagrams?