This short case could be handed out at the end of course conversation on "J&L Railroad" [UV0251] in preparation for the following class, or if students are more experienced with hedging and option pricing, the teacher may select to cover in cooperation cases in a single class period. It really is the companion case to "J&L Railroad" [UV0251], and presents more technical issues involving the hedging problem by requiring students to comprehend option-pricing principles.
j&l railroad case solution
The board enjoys the hedging recommendations of the CFO, but it needs a more cautious evaluation of the bank's price for its risk management commodities: the caps and floors. In addition demanding an understanding of the optional pricing, this case puts particular importance on use and the computation of implied volatility.
PUBLICATION DATE: October 09, 2009 PRODUCT #: UV2566-HCB-ENG
This is just an excerpt. This case is about FINANCE & ACCOUNTING
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