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
27 shown
M10 Commodities: gold, silver, crude 27
- P1 Storage as a rupee cost ★ Check
- P2 No lower bound, and the inventory holder's bound ★★
- P3 A two-period storage equilibrium ★★ Check
- P4 Implied convenience yield ★ Check
- P5 Roll yield with a moving curve ★★ Check
- P6 The index investor's year ★★ Check
- P7 Hotelling with linear demand ★★ Check
- P8 Gold's duration ★★ Check
- P9 The May 2026 duty hike ★ Check
- P10 Refining the parity ★★ Check
- P11 Decomposing the 2026 rupee gold move ★★ Check
- P12 Half-life: estimate, bias, interval ★★★ Check
- P13 Reading ADF output ★★
- P14 Crack spread and a refiner hedge ★ Check
- P15 Black-76 on an MCX silver option ★★ Check
- P16 Case analysis: negative WTI on MCX ★★★ Check
- P17 Case analysis: gold in March 2026 ★★
- P18 Case analysis: the Hormuz convenience yield ★★ Check
- P19 Reading a COT line ★ Check
- P20 Who is on the other side? ★★ Check
- P21 The seasonal -test ★★ Check
- P22 Three commodities, 36 months ★★ Check
- P23 Roll gaps in a continuous series ★★ Check
- P24 Festival demand: where should it show up? ★★★
- P25 Sizing silver for a ₹10 lakh account ★ Check
- P26 A margin hike on an existing position ★ Check
- P27 CTT against STT, and the cost of exercise ★★ Check