Economics Homework Help

University of Miami Building a Derivative Management Program Paper

 

Create a simulated company that meets the following criteria:

  • Multi-national with divisions in the U.S., Europe (Germany), and Japan.
  • Has banking relationships in those same countries with loans priced in LIBOR and Prime Rate.
  • Pension plan should be based in the U.S. and have exposure to S&P 500 equity index and Intermediate Corporate Bond Index with a 60% and 40% respective split
  • Then discuss your plans to build a derivative management program for a firm and describe the progress you have made and any problems you have encountered.