SES # | ASSIGNMENTS |
---|---|
Problem sets | |
R2 | Simulate the risk distribution of the copper price using the random walk (PDF) |
R3 | Risk neutral pricing of payoffs tied to the copper price (PDF) |
R4 | Valuation of a business tied to the copper price (PDF) |
R5 | The impact of debt on mine operation and valuation (PDF) |
Case study discussion questions | |
L1 | Grosvenor Group Ltd. (PDF) |
L2 | Aspen Technology, Inc.: Currency Hedging Review (PDF) |
L3 | Bidding for Antamina (PDF) |
L4 | Risk Management at Apache (PDF) |
L5 | Cephalon, Inc. (PDF) |