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 教授
開課學院：管理學院
開課系所︰財金系
考試日期（年月日）︰99.6.22
考試時限（分鐘）：3小時
是否需發放獎勵金：是
（如未明確表示，則不予發放）
試題 :
General instructions:
1.This is a close book exam. Try your best to answer the following four
questions.
2.Good luck!!!
Question One.
Under the framework of Black and Scholes option pricing model, explain the
primary market behaviors of (i)underwriting syndicate position, (10%)(ii)
underwriting syndicate profit and loss function, (5%)and (iii) risk and return
of under-pricing in underwriting syndicate. (10%)
Question Two
Investment bankers create liquidity through secondary market dealing.
Explain in detail the importance of liquidity.(25%)
Question Three
Show with graphs the process of issuing mortgage pass-through and CMO.(20%)
Would you expect issuing mortgage pass-through or CMO a successful in Taiwan in
the nearest future? Discuss.(5%)
Question Four
Show by graphs and examples the participants, price settings and
equilibrium conditions in three basic types of market making.(25%)
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有錯歡迎指正！我的英打沒有很好XD
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