0

My Bag

0.00

Download App

Derivative Markets in India: Trading, Pricing, and Risk Management 26.0%OFF

Derivative Markets in India: Trading, Pricing, and Risk Management

by Alok Dixit, Surendra S Yadav and P. K. Jain

  • ISBN

    :  

    9780071332958

  • Publisher

    :  

    Tata Mc-graw Hill Publishing Co.ltd.

  • Subject

    :  

    Others

  • Binding

    :  

    Hardcover

  • Pages

    :  

    220

  • Year

    :  

    2012

995.0

26.0% OFF

736.0

Buy Now

Shipping charges are applicable for books below Rs. 101.0

View Details

Estimated Shipping Time : 5-7 Business Days

View Details

Share it on

  • Description

    Given the relatively nascent stage of Derivate Market in India and its crucial role in capital creation, it becomes imperative to address select issues that are faced by market participants in the developing stage of such markets. It is first book of its kind in Indian context on S&P CNX Nifty index options, is a sincere effort in this direction. Salient Features: Analysis of the problem using secondary as well as primary data. Detailing use of two most popular time series models, namely, GARCH and EGARCH models. Use of index futures market along with the options market to study the integration between the two markets.

  • Author Biography

    Alok Dixit is currently working as an Assistant Professor with the Finance & Accounting Area at Indian Institute of Management Lucknow (IIM Lucknow), India. Surendra S Yadav is currently Professor of Finance at the Department of Management Studies, Indian Institute of Technology Delhi (IIT Delhi), India. P K Jain is Professor of Finance & Modi Chair Professor at the Department of Management Studies, Indian Institute of Technology Delhi (IIT Delhi), India. Table of Contents Chapter 1 Financial Derivatives Chapter 2 Equity Options and Risk Management Chapter 3 Testing Lower Boundary Conditions for the S&PCNX Nifty Index Options Chapter 4 A Test of Put–Call Parity Relationship on S&P CNXNifty Index Options Market Chapter 5 Testing the Expectations Hypothesis on the TermStructure of Volatilities Implied by S&P CNX NiftyIndex Options Chapter 6 Informational Efficiency of Implied Volatilities ofS&P CNX Nifty Index Options Chapter 7 Survey Analysis and Findings

Related Items

-

of

  • OFFER

    CONTEMPORARY SAUDI ARABIA AND THE EMERGING INDO-SAUDI RELATIONS :

    Gulshan Dietl

    Starts At

    423.0

    450.0

    6% OFF

  • OFFER

    Khanij Sampda or Satat Vikas (Hindi)

    P. K. Jain

    Starts At

    540.0

    750.0

    28% OFF

  • OFFER

    International Financial Management

    P K Jain

    Starts At

    290.0

    350.0

    17% OFF

  • OFFER

    Fourier Analysis Approximation : Theory And Applications, 1/e

    Z U Ahmad N K Govil P K Jain

    Starts At

    611.0

    695.0

    12% OFF

  • OFFER

    Water Resources Systems Planning And Management,1/E

    Jain S . K

    Starts At

    2621.0

    3495.0

    25% OFF

  • OFFER

    Sustainable Food Security

    P.K. Jain

    Starts At

    861.0

    990.0

    13% OFF

© 2016, All rights are reserved.

Subscribe to Our Newsletter

 

Are you sure you want to remove the item from your Bag?

Yes

No

Added to Your Wish List

OK

Your Shopping Bag

- Bag Empty

Your Bag is Empty!!

Item

Delivery

Unit Price

Quantity

Sub Total

Shipping Charges : null Total Savings        : Grand Total :

Order Summary