課程名稱︰投資銀行管理 課程性質︰財金系選修 課程教師︰蘇永成 開課學院：管理學院 開課系所︰財金系 考試日期（年月日）︰107.6.26 考試時限（分鐘）：180分鐘 試題 : 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%) --

※ 發信站: 批踢踢實業坊(ptt.cc), 來自: 49.214.247.234 ※ 文章網址: https://webptt.com/m.aspx?n=bbs/NTU-Exam/M.1530360117.A.D58.html