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  • Grade: XX%: Comments and Points On Goldman Nikkei Put Warrant

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    Xiao Xue
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    This document appears to be a graded case study analysis from a portfolio management course at HEC Montréal. It addresses a case involving Goldman Sachs, Nikkei-linked Eurobonds, and embedded put warrants. The grading rubric evaluates the student's understanding of the financial instruments, identification and analysis of risks, option pricing methodology, consideration of costs, analysis of results, and overall presentation quality.

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    This document appears to be a graded case study analysis from a portfolio management course at HEC Montréal. It addresses a case involving Goldman Sachs, Nikkei-linked Eurobonds, and embedded put warrants. The grading rubric evaluates the student's understanding of the financial instruments, identification and analysis of risks, option pricing methodology, consideration of costs, analysis of results, and overall presentation quality.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    7 views1 page

    Grade: XX%: Comments and Points On Goldman Nikkei Put Warrant

    Uploaded by

    Xiao Xue
    This document appears to be a graded case study analysis from a portfolio management course at HEC Montréal. It addresses a case involving Goldman Sachs, Nikkei-linked Eurobonds, and embedded put warrants. The grading rubric evaluates the student's understanding of the financial instruments, identification and analysis of risks, option pricing methodology, consideration of costs, analysis of results, and overall presentation quality.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    Hiver 2022 Prof.

    Valeri Sokolovski HEC Montréal

    Group: …

    Grade : XX%

    International Portfolio Management – Case study


    Comments and points on Goldman Nikkei Put Warrant

    Problem formulation x/5 points

    Understanding of “Nikkei-linked Eurobonds” and “Embedded puts” x/15 points

    Understanding of the role of the Kingdom of Denmark x/10 points

    Analysis of different risks for Goldman and understanding of “Quanto” x/15 points

    Option pricing x/20 points

    Analysis of costs to include in the final price x/15 points

    Analysis of results and personal contribution x/10 points

    General presentation and clarity x/5 points

    References x/5 points

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