Pricing futures

Economics & finance   |   Finance   |   Indian project   |   04/07/2009   |   .doc   |   61 pages
Document abstract : « Conclusion. Pricing futures Stock index futures began trading on NSE on the 12th June 2000. Stock futures were launched on 9th November 2001. ...»

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

Economics & finance   |   Finance   |   Presentation   |   01/16/2009   |   .doc   |   9 pages
Document abstract : «Options, futures and other derivatives 1. Obtain your own valuation of the two In option pricing, there is an important general principle known as Risk-Neutral ...»

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

Economics & finance   |   Finance   |   Research papers   |   05/20/2009   |   .doc   |   45 pages
Document abstract : « Stock option in July 2001 and finally Individual stock futures in November 2001 Pricing is the most important factor, regarding the effectiveness of the option ...»

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

Economics & finance   |   Finance   |   Indian project   |   04/21/2009   |   .doc   |   39 pages
Document abstract : « margin. PRICING THE FUTURES: The fair value of the futures contract is derived from a model known as the Cost of Carry model. This ...»

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

Science & technology   |   Electronics   |   Theses   |   03/05/2009   |   .doc   |   40 pages
Document abstract : « Benefits to Industry Hedging the price risk associated with futures contractual commitments. sector would go up with greater transparency in pricing and storage ...»

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

Economics & finance   |   Finance   |   Presentation   |   10/07/2008   |   .doc   |   4 pages
Document abstract : « The business purchased corn futures to shield their future corn supply and pricing and would sell the futures if it had surplus inventory corn for its processes ...»

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

Economics & finance   |   Finance   |   Term papers   |   04/29/2009   |   .doc   |   9 pages
Document abstract : « Exchange Traded Fund 4. Price Difference between Exchanges 5. Spot Futures Options.. theory of finance stresses on the concept of risk for pricing of products. ...»

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

Business & market   |   Marketing   |   Case study   |   03/05/2009   |   .doc   |   50 pages
Document abstract : « Limitations. Analysis and interpretations: Futures; Stock index futures; Margin effect (mark Options pricing: Effect of increase in the relevent parameter on option ...»

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

Economics & finance   |   Finance   |   Presentation   |   09/25/2008   |   .doc   |   7 pages
Document abstract : « investment of 100,000GBP x 1.6580 = $165.800, while if he uses futures contract he Volatility smile refers to the degree to which an option pricing model can ...»

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

Economics & finance   |   Finance   |   Theses   |   05/21/2009   |   .doc   |   101 pages
Document abstract : « of financial instruments currencies, stocks, bonds, derivatives, futures, commodities, asset hold conference calls, run valuation and pricing models, perform ...»

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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