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 IBM's options (one call and one put) using the three following methods ...»

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...»

Risk management and the use of derivatives

Economics & finance   |   Finance   |   Presentation   |   09/25/2008   |   .doc   |   7 pages
Document abstract : « Options, Futures and Other Derivatives. Pearson Prentice Hall, 6th Ed., New Jersey, USA Kolb, RW, Overdahl, JA (2002) Financial 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...»

Futures and options: working

Economics & finance   |   Finance   |   Term papers   |   01/13/2009   |   .doc   |   4 pages
Document abstract : « derived from the values of other relates securities. There are various types of derivatives but the two most popular ones are financial options and futures. ...»

Synopsis abstract : «Introduction.. Characteristics of financial derivatives.. The risk involved.. Meaning of financial futures.. Hedging and managing of risk.. The concept of correlation between the portfolio and the index.. Different scenarios of hedging risks with...»

Trading volatility

Economics & finance   |   Finance   |   Presentation   |   01/16/2009   |   .doc   |   13 pages
Document abstract : « Like any other asset, volatility may be overpriced or underpriced. stock and derivatives of the stock.Examples include: futures, call options, put options ...»

Synopsis abstract : «Introduction.. Buying and selling volatility.. Example of trading volatility.. Causes of volatility.. Strategies.. Simple strategies.. Strategies of straddles.. Strategies of strangles.. Rehedging a portfolio.. Volatility and variance swaps.. VIX...»

A study on the technical analysis of derivative stock futures

Economics & finance   |   Finance   |   Indian project   |   04/21/2009   |   .doc   |   39 pages
Document abstract : « brokers that specialize in private client futures/options trading; list these can usually be requested from futures exchanges to derivatives in some or other way ...»

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...»

Derivatives management in India

Economics & finance   |   Finance   |   Term papers   |   04/29/2009   |   .doc   |   9 pages
Document abstract : « 3. Index Exchange Traded Fund 4. Price Difference between Exchanges 5. Spot Futures Options.. An opportunity such as this can accrue in other forms as well ...»

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...»

Creating an application for proper implementation of wealth management

Economics & finance   |   Finance   |   Theses   |   05/21/2009   |   .doc   |   101 pages
Document abstract : « The most common derivatives are options, swaps, and futures, though more exotic buys and sells stocks, bonds, derivatives, and other financial instruments ...»

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...»

A look at financial derivatives in India

Economics & finance   |   Finance   |   Theses   |   04/16/2009   |   .doc   |   53 pages
Document abstract : « forward market, they supply insurance to each other and reduce thinks the price will go down is short the futures. this may be found on the options market an ...»

Synopsis abstract : «Introduction. Foreword. Preface. Introduction of derivatives. Research methodology. Derivatives described. Types of derivatives. Forward contract. Future contract. Option contracts. Analysis and data...»

A study on the role of derivatives and investors perceptions on it

Economics & finance   |   Finance   |   Indian project   |   04/06/2009   |   .doc   |   55 pages
Document abstract : « or contract for differences or any other form of stage SEBI approved trading in index futures contracts based on by approval for trading in options based on ...»

Synopsis abstract : «Introduction. Objectives. Research methodology. Limitations. Industrial profile. Indian stock market overview. Trading method. Trading on securities. Introduction to online trading. Stock trading online. Company profile. About IL&FS Investsmart...»

Systems audit: Bombay Stock Exchange

Economics & finance   |   Finance   |   Indian project   |   04/01/2009   |   .doc   |   36 pages
Document abstract : « fulfill the obligations, as index futures are cash As other derivatives, the contract derives its value from Index Options Options contract give its holder the ...»

Synopsis abstract : «Introduction . Background study of the stock exchange. Importance of stock exchanges. Background study of the Bombay Stock Exchange (BSE). Vision of BSE. Product and services offerered by BSE. Definitions and types of derivatives products. An...»

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