ISBN 9780071332958,Derivative Markets in India : Trading, Pricing and Risk Management

Derivative Markets in India : Trading, Pricing and Risk Management

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ISBN 9780071332958

Tata McGraw - Hill Education

Publication Year 2012

ISBN 9780071332958

ISBN-10 0071332952

Hard Back

Number of Pages 264 Pages
Language (English)


ptions 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