The Use and Application of Option Pricing Modeling

BVR's Webinar Series
Thursday, December 16, 2010
12:00am-2:00am PT • 3:00am-5:00am ET

Self-Study CPE Exam

Before taking the exam below, please review the program's recording and transcript, and the course and exam materials available in the webinar's Training Pack.

Once you submit an exam with a minimum of 7 correct answers, you will be redirected to pay a $100.00 CPE processing fee. Once the fee is paid, BVR will review your exam and send you a CPE certificate along with all of the correct exam answers via email.

Successful completion of this exam will earn 2.0 CPE credits. It must be completed and submitted within 12 months of purchase in order to receive credit.

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Exam Questions

Select the best answer to each question. Review questions are not required for CPE credits.

  1. In Jim Walling's study, the selection of Venture One data from 2001 to 2008 was made because:

  1. There is a trade off between:

  1. As the term used in the Capital Asset Pricing model is extended beyond one year, which assumption begins to have greater and greater impact:

  1. Merton's theory states that:

  1. With higher values to equity where conversion rights are in the money backsolve to liquidation preferences will give you:

  1. The time horizon with which option pricing models were developed was generally:

  1. According to Jim Walling, eight years:

  1. One issue with the data used in Jim Walling's study was:

  1. The Black-Scholes model is meant to examine option pricing at the point of:

  1. The Capital Asset Pricing Model assumes:

Your exam will be graded upon submission. If you have answered 7 or more of the questions correctly, you will be redirected to pay the $100.00 CPE processing fee. If you have not answered at least 7 questions correctly, you will be prompted to retake the exam.

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