Financing The End To End Supply Chain 2nd Edition Simon Templar, Erik Hofmann, Charles Findlay - Solutions

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What are its future prospects?
How has the business performed over the past year?
Is the organisation meeting its corporate statement?
Identify the key regulations for financial accountants.
Use the main financial accounting terminology.
Understand accounting concepts, bases and policies.
Understand the statutory requirements of sport and leisure organisations
Understand the information needs of user groups.
Distinguish between financial and management accounts.
Identify and describe the users of accounting information.
Communicate the purpose of accounting in a sport and leisure context.
Verify (11.2.4).*3. Implement the algorithm of calculating ETL for given P/L density function. Analyze the algorithm accuracy as a function of the number of integration points by comparing the calculation results with the analytic expression for the normal distribution (11.2.4).**1. Discuss the
Consider a portfolio with two assets: asset 1 has current value $1 million and annual volatility 12%; asset 2 has current value $2 million and annual volatility 24%. Assuming that returns are normally distributed and there are 250 working days per year, calculate 5-day VaR of this portfolio with
Providing the stock returns follow the two-factor simple APT, derive the values of the risk premiums. Assume the expected returns of two stocks and the risk-free rate are equal to R1, R2, and Rf, respectively.
Providing the stock returns follow the two-factor APT:Ri(t) ¼ ai þ bi1 f1 þ bi2 f2 þ ei(t), construct a portfolio with three stocks (i.e., define w1, w2, and w3 ¼ 1 w1 w2) that yields return equal to that of the risk-free asset.
Consider returns of stock A and the market portfolio M in three years:A 7% 12% 26%M 5% 9% 18%Assuming the risk-free rate is 5%, (a) calculate b of stock A; and(b) verify if CAPM describes pricing of stock A.
Consider a portfolio with two assets having the following returns and standard deviations: E[R1] ¼ 0:15, E[R2] ¼ 0:1, s1 ¼ 0:2, s2 ¼ 0:15. The proportion of asset 1 in the portfolio g ¼ 0:5. Calculate the portfolio return and standard deviation.The correlation coefficient between assets is (a)
Is there an arbitrage opportunity with the following assets: the price of the XYZ stock with no dividends is $100; the European put options at $98 with six-month maturity are sold for $3.50;the European call options at $98 with the same maturity are sold for $8; T-bills with the same maturity are
(a) Calculate the Black-Scholes prices of the European call and put options with six-month maturity if the current stock price is $20 and grows with average rate of m ¼ 10%, volatility is 20%, and risk-free interest rate is 5%. The strike price is: (1) $18; (2) $22.(b) How will the results above
Verify the equilibrium points of the Lorenz model (7.4.3).*3. Calculate the Lyapunov exponent of the logistic map as a function of the parameter A.*4. Implement the algorithm for simulating the Lorenz model.(a) Reproduce the ‘‘butterfly’’ trajectories depicted in Figure 7.8.(b) Verify
Consider the quadratic map Xk ¼ Xk1 2 þ C, where C > 0.(a) Prove that C ¼ 0:25 is a bifurcation point.(b) Find fixed points for C ¼ 0:125. Define what point is an attractor and what is its attraction basin for X > 0.
Verify equation (5.4.6) for the processes (5.4.4).*1. Implement an algorithm that draws the Sierpinski triangle with r ¼ 0:5 (see Figure 6.2).Hint: Choose the following fixed points: (0, 0), (0, 100), (100, 0). Use the following method for the randomized choice of the fixed point: i ¼ [10 rand()]
Estimate the linear dividend growth rate from the dividends paid in the last years (verify these data on the AMEX website:http://www.amex.com): 2000 – $1.51, 2001 – $1.42, 2002 – $1.50, and 2003 – $1.63.
Verify if the process y(t) ¼ 1:2y(t 1) 0:32y(t 2) þ e(t)(where e(t) is IID) is covariance-stationary.
Verify equations (5.1.25)–(5.1.27).
Solve the Ornstein-Uhlenbeck equation that describes the meanreverting process in which the solution fluctuates around its mean dX ¼ mXdt þ sdW, m > 0 Hint: introduce the variable Y ¼ X exp (mt).*4. Derive the integral (4.4.13) directly from the definition of the Ito’s integral (4.4.9).
Prove thatðt2 t1 W(s)n dW(s) ¼ 1 n þ 1[W(t2)nþ1 W(t1)nþ1] n 2ðt2 t1 W(s)n1 ds Hint: Calculate d(Wnþ1) using the Ito’s lemma.
Simulate daily price returns using the geometric Brownian motion (4.3.7) for four years. Use equation (4.2.15) for approximating DW. Assume that S(0) ¼ 10, m ¼ 10%, s ¼ 20% (m and s are given per annum). Assume 250 working days per annum.
Let X1 and X2 be two independent copies of the normal distribution X N(m, s2). Since X is stable, aX1 þ bX2 CX þ D.Calculate C and D via given m, s,a, and b.
Calculate mean, standard deviation, excess kurtosis, and skew for the SPY data sample from Exercise 2.1. Draw the distribution function of this data set in comparison with the standard normal distribution and the standard Cauchy distribution.Compare results with Figure 3.1.Hint: (1) Normalize
Familiarize yourself with Microsoft Excel’s statistical tools. Assuming that Z is the standard normal distribution: (a) calculate Pr(1 Z 3) using the NORMSDIST function; (b) calculate x such that Pr(Z x) ¼ 0:95 using the NORMSINV function; (c)calculate x such that Pr(Z x) ¼ 0:15; (d)
Calculate the correlation coefficients between the prices of Microsoft (MSFT), Intel (INTC), and Wal-Mart (WMT). Use monthly closing prices for the period 1994–2003. What do you think of the opposite signs for some of these coefficients?
Is there an arbitrage opportunity for the following set of the exchange rates: GBP/USD ¼ 1.7705, EUR/USD ¼ 1.1914, EUR/GBP ¼ 0.6694?
Simulate the rational bubble using the Blanchard-Watson model (2.2.18). Define e(t) ¼ PU(t) 0:5 where PU is standard uniform distribution (explain why the relation e(t) ¼ PU(t)cannot be used). Use p ¼ 0:75 and R ¼ 0:1 as the initial values for studying the model sensitivity to the input
Familiarize yourself with the financial market data available on the Internet (e.g., http://www.finance.yahoo.com). Download the weekly closing prices of the exchange-traded fund SPDR that replicates the S&P 500 index (ticker SPY) for 1996–2003. Calculate simple weekly returns for this data
5 Do you consider yourself ready to face considerable threats to your business? If not, what could you do to improve your situation?
4 How do you prepare for an uncertain future?
3 Are you aware of the various factors that might affect your partners’businesses?
2 Are you regularly investing time in familiarizing yourself with developments that might not directly affect your business, but may have indirect consequences?
1 Have you established approaches within your business to detect trends in your environment that might affect your SC and its financing directly?
Who is responsible for customs clearance and import VAT?
Who is liable for insurance of goods in transport?
Who bears the cost of transport?
Who bears the risk during transport?
Who is in charge of the transport?
Is it a permanent transfer (such as import of fruit to be consumed locally)or a temporary transfer (a vehicle used to import the goods)?
Who is involved in the transaction (seller, buyer, logistics provider)?
How many VAT jurisdictions (countries) are involved in the flow (import, export, transit)?
Is there a change in the power of disposition (ownership) to the goods and when does it occur?
Is there a purchase (a payment)?
4 Which are the challenges for SMEs to use such a cross-border cash pooling approach?
3 Would the cross-border cash pooling approach also work with the principles of Islamic financing?
2 What are the general opportunities of cross-border cash pooling for greater China beyond the Shanghai Free Trade Zone? Could Chinese firms also profit from a liberalization of such an approach?
1 What does ‘on and offshore surplus funds’ actually mean? What are the benefits for ZF TRW to operate with such financial resources in China? Are there any negative side effects?
educate your organization and external partners to help enable successful implementation.
focus planning efforts around the important factors;
understand the typical implementation challenges;
propose a risk management approach for implementing SCF.
describe guidelines to follow, based on prior experience;
share the enablers and inhibitors to implementing SCF;
develop the structure of a business case and outline the key elements.
explain the options and their relative pros and cons;
explore the decision process to select an appropriate SCF solution.
understand their key components and characteristics;
identify the different SCF options;
describe their roles, capabilities and motivations.
identify the different types of organization or party involved in SCF;
explore the functional linkages within a typical user organization;
9 How many currencies are available for the financing?
8 By when does the purchasing company have to repay the invoices to the SCF finance provider?
7 How much time does the SCF finance provider have to settle the supplier invoice (after receipt of the request from the supplier)?
6 When does the purchasing company confirm the supplier invoices?
5 Can the payment terms or discount limits be changed by the SCF finance provider?
4 Can the original due date be changed to produce a consolidated due date for all invoices in a certain period?
3 Which ERP process migrations must be carried out?
2 Is the SCF finance provider obliged to provide financing if certain defined conditions are met or not?
1 Do the suppliers have to carry out payment collection for the SCF finance provider?
Do multiple-win situations in SCF really exist?
How is the net benefit of an SCF solution derived?
What is the essence of the network financing philosophy?
How have SCF practices evolved?
What is the scientific background of SCF?
What are the fundamental approaches of SCF?
How do we define SCF correctly?
identify how multiple-win situations can be created in SCF.
identify the economics of SCF;
analyse the sources of finance in SCF;
understand the evolution of SCF practices;
enumerate the different SCF schools of thought;
draw the linkage between WCM and SCF;
understand the scope of SCF;
explain the concept of multiple-win situations.
show the business rationale of SCF;
explain the network financing philosophy?
identify the transitional stages of SCF;
ground the scientific background of SCF;
introduce the basic SCF approaches;
Clarify the key definitions and general options of SCF?
identify WCM initiatives and their impact on an organization’s cash flow.
identify how the three SC flows can impact on the financial performance of a business;

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Financing The End To End Supply Chain 2nd Edition Simon Templar, Erik Hofmann, Charles Findlay - Solutions

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