Stage 6 (2021) "Stock Options"

Description
Financial Modeling World Cup is an annual competition dedicated to financial modeling with a view of promoting healthy competition and education. FMWC challenges participants through a range of different types of questions. To answer everything correctly and win prizes, it takes a wide spectrum of skills and knowledge related to financial modeling. The competition is structured in a way that each participant accumulates points during the season by participating in as many monthly Stages as they desire. At the end of the season (December), the overall winners are announced and the prize fund is distributed. Additional monthly prize money is distributed to the best performing participants of each stage.

This is an actual case from the Financial Modeling World Cup 2021, Stage 6 (June 25-28) competition. This case deals with option pricing and could be quite a challenge if you haven’t refreshed your knowledge on option pricing after graduation from the university.

The downloadable file consists of the following:
-Task: PDF file with Case Materials; PDF file with Questions
-Solution: Excel file with the full Solution Model; PDF file with correct Answers in Bold

This model awarded 350 Points + 50 Extra Points for a bonus question, while the whole 2h Stage allowed to earn 1,150 points in total.

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