Derivative Markets in India

Derivative Markets in India

Derivative Markets in India

Given the relatively nascent stage of Derivative Market in India and its crucial role in capital creation, it becomes imperative to address...

  • ISBN: 9780071332958
  • Availability: In Stock
  • Author P. K. Jain, Alok Dixit, Surendra S. Yadav
  • Publisher Tata Mcgraw Hill Publishing Co Ltd
  • Binding Paperback

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Given the relatively nascent stage of Derivative 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.

 

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

 
Author P. K. Jain, Alok Dixit, Surendra S. Yadav
ISBN 9780071332958
Langauage English
Pages 264
Publisher Tata Mcgraw Hill Publishing Co Ltd
Binding Paperback

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