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

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

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1.

Alok Dixit,P K Jain,Surendra S Yadav
Published by Tata McGraw-Hill Education Pvt. Ltd (2012)
ISBN 10: 0071332952 ISBN 13: 9780071332958
New Softcover First Edition Quantity Available: > 20
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BookVistas
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Book Description Tata McGraw-Hill Education Pvt. Ltd, 2012. Softcover. Book Condition: New. First edition. Given the relatively nascent stage of Derivative Markets in India and their crucial role in capital creation, it becomes imperative to address select issues faced by market participants in the developing stage of such markets. One of such issues is the pricing efficiency of options market and existence of arbitrage opportunities, especially during the initial years, and it`s behavior over time. Understanding of arbitrage opportunities in an options market, their identification, and exploitation is quite important for market participants. A fair understanding of the same helps market participants to earn risk-less profits. At the same time it helps in restoring much needed equilibrium in the market. Derivative Markets in India, potentially the 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 This book is for students in finance at Doctoral and Postgraduate levels and finance professors. It would also be useful to branch managers of brokerage forms as well as executives working in derivatives cells of SEBI, NSE, and BSE. TABLE OF CONTENTS: 1. Financial Derivatives 2. Equity Options and Risk Management 3. Testing Lower Boundary Conditions for the S&P CNX Nifty Index Options 4. A Test of Put-Call Parity Relationship on S&P CNX Nifty Index Options Market 5. Testing the Expectations Hypothesis on the Term Structure of Volatilities Implied by S&P CNX Nifty Index Options 6. Informational Efficiency of Implied Volatilities of S&P CNX Nifty Index Options 7. Survey Analysis and Findings Printed Pages: 220. Bookseller Inventory # 68816

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2.

Alok Dixit,P K Jain,Surendra S Yadav
Published by Tata McGraw-Hill Education Pvt. Ltd (2012)
ISBN 10: 0071332952 ISBN 13: 9780071332958
New Softcover First Edition Quantity Available: > 20
Seller:
A - Z Books
(New Delhi, DELHI, India)
Rating
[?]

Book Description Tata McGraw-Hill Education Pvt. Ltd, 2012. Softcover. Book Condition: New. First edition. Given the relatively nascent stage of Derivative Markets in India and their crucial role in capital creation, it becomes imperative to address select issues faced by market participants in the developing stage of such markets. One of such issues is the pricing efficiency of options market and existence of arbitrage opportunities, especially during the initial years, and it`s behavior over time. Understanding of arbitrage opportunities in an options market, their identification, and exploitation is quite important for market participants. A fair understanding of the same helps market participants to earn risk-less profits. At the same time it helps in restoring much needed equilibrium in the market. Derivative Markets in India, potentially the 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 This book is for students in finance at Doctoral and Postgraduate levels and finance professors. It would also be useful to branch managers of brokerage forms as well as executives working in derivatives cells of SEBI, NSE, and BSE. TABLE OF CONTENTS: 1. Financial Derivatives 2. Equity Options and Risk Management 3. Testing Lower Boundary Conditions for the S&P CNX Nifty Index Options 4. A Test of Put-Call Parity Relationship on S&P CNX Nifty Index Options Market 5. Testing the Expectations Hypothesis on the Term Structure of Volatilities Implied by S&P CNX Nifty Index Options 6. Informational Efficiency of Implied Volatilities of S&P CNX Nifty Index Options 7. Survey Analysis and Findings Printed Pages: 220. Bookseller Inventory # 68816

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