Markets: A Rigorous Course

Problem sets

Problems

Every problem in the course. Solutions sit behind a deliberate step on each problem page.

to difficulty Check numeric answers checked on the page

M06A Corporate events, earnings, sectors and factors 21

  1. P1 Computing SUE ★★ Check
  2. P2 Drift from naive expectations ★★★ Check
  3. P3 Extreme-group spreads ★ Check
  4. P4 Implied earnings move ★★ Check
  5. P5 Buyback arithmetic ★★ Check
  6. P6 Tendering in three tax regimes ★★ Check
  7. P7 Demerger cost and value ★ Check
  8. P8 Open-offer pricing and tendering ★★ Check
  9. P9 Reverse book building ★★ Check
  10. P10 HDFC and HDFC Bank ★★ Check
  11. P11 Merger arbitrage as a short put ★★★ Check
  12. P12 Rock's model ★★★ Check
  13. P13 Pledge invocation ★ Check
  14. P14 Residual income for a bank ★★ Check
  15. P15 ROE tree and asset quality ★★ Check
  16. P16 A steel producer and an IT company ★★ Check
  17. P17 Factors ★★★ Check
  18. P18 Event study of a short report ★★ Check
  19. P19 Cleaning a quarter: TCS, Q2 FY27 ★★ Check
  20. P20 Order-book arithmetic: BEL ★★ Check
  21. P21 APE, VNB margin and mix ★★ Check

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