This brief case may be referred to the end of the class on the topic «J & L Railway» [UV0251] in preparation for the next class, or if the students become more experienced with the hedging and options, the teacher may choose to cover both cases in one period the class.
This is a companion case "J & L Railway» [UV0251], and is more technical issues related to hedging problems requiring students to understand option pricing principles. Council loves hedging recommendations finance director, but she wants a more thorough analysis of the prices of the bank for the risk- management products: caps and floors. addition requires an understanding of options, this case puts a special emphasis on the calculation and use of implied volatility. "Hide
by Kenneth Eades, Rick Green, Jeannine Lehman Source: Darden School of Business 14 pages. date : October 9, 2009. Prod. #: UV2566-PDF-ENG