课程名称︰投资银行管理 课程性质︰财金系选修 课程教师︰苏永成 开课学院：管理学院 开课系所︰财金系 考试日期（年月日）︰107.6.26 考试时限（分钟）：180分钟 试题 : General instructions: 1.This is a close bookexam. Try your best to answer the following three questi ons. 2.Good luck!! Question 1 Show by graph on participants,price setting and equilibrium conditions in thre e basix types of market making.(30%) Question 2 Explain basic symmetric and asymmetric models in GARCH family.(20%) Briefly discuss GARCH application and how to estimate and hypothesis test a GA RCH model(10%). Question 3 How to market makers adjust inventory in return-order imbalance relation(5%) Discuss in detail price-volume relation in hedging and speculative trading str ategies(10%). In financial literatures,how many state variables are available in developing trading strategies to beat the market?Discuss(25%) --

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