Pricing futures
Synopsis abstract : «Introduction. The cost of carry model. Pricing equity index futures. Pricing index futures given expected dividend yield. Pricing stock futures. Using index futures. Long security, short Nifty futures. Short security, long Nifty futures. Have...»
Options, futures and other derivatives
Synopsis abstract : «Evaluation of the two IBM's options (one call and one put).. The Black-Scholes model.. The Monte Carlo simulation.. Comparision between the stock volatility to the volatility implied by the Black-Scholes Model.. Interpret the values of the Greeks as...»
Black and Scholes option pricing model and its applicability
Synopsis abstract : «Introduction to Black & Scholes option pricing model. Background of the study. Objective of the research. Using Black and Scholes model. Calculation of volatility. Types of the research. Assumption underlying Black and Scholes model. Hypothesis...»
A study on the technical analysis of derivative stock futures
Synopsis abstract : «Introduction. A study of Indian securities markets. Objectives and methodology of the study. Significance of the study. Review of literature. Difference between derivative and shares. Types of derivative. Chronology of derivative market in India. A...»
Commodity futures market
Synopsis abstract : «Introduction.. What is a 'Commodity'?. How the futures market came about.. The meaning of futures market.. Salient features of a 'Commofity futures contract'.. The main difference between the physical and futures market.. Basics of futures...»
A look at corporate taxation
Synopsis abstract : «Introduction.. General utilities doctrine.. Arkansas Best Corp v. CIR 485 US 212. Background and discussion.. Arkansas Best concedes that the Bank stock falls within the unembellished definition of capital asset.. Corn Products v. CIR 350 US...»
Derivatives management in India
Synopsis abstract : «Introduction. What is making money in the market?. What is dividend arbitrage?. Modern theory. The arbitrage between the NIFTY spot and the index futures market. An overview of exchange traded funds. Market situation: analysis. Underlying shares of...»
Derivatives market in India: A study of Wipro Limited shares
Synopsis abstract : «Introduction . Derivatives. Definition. Products. Participants. Functions. Types of derivatives. Characteristics of derivatives. Rationale behind the devolpment of derivatives. Derivatives instruments in india. Derivatives segment in BSE&...»
Risk management and the use of derivatives
Synopsis abstract : «Abstract.. Introduction.. Defining risk.. Defining risk management.. Conducting a risk management assessment.. Transferring the risk to an insurance company.. Transferring the risk to a third party.. Forward contract.. Futures...»
Creating an application for proper implementation of wealth management
Synopsis abstract : «Introduction. Foreword. Investment banks: A bird's eye view. Individual customers. Corporate customers. Securities services. Banking. Role of corporate financing in investment banking. Mergers and acquisitions in investment banking. Sales and...»
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