Trading volatility
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...»
Application of Value-at-risk to forex exposure: Dr Reddy's pharmaceutical company
Synopsis abstract : «Introduction. Implementation of risk management system at Dr Reddy's. Types of financial risks. Review of the literature. Definition of value at risk (VAR). The need for risk management. Methods of VAR calculations. Data analysis and...»
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...»
Analysis of stock markets using GANN studies
Synopsis abstract : «Introduction. Special features of smart trade . Features of core trade. Futures and options. The field of technical analysis . Gann's 29 rules of success. Gann's 5 principles for traders. Understanding Gann studies. Gann angles: Time and price...»
Risk management in the asset management industry (risk measurement techniques): An evaluation of value at risk' tools
Synopsis abstract : «Introduction. Global mutual fund industry. Mutual fund industry in India. A study of risk and asset management industry. Major global developments deregulation globalization. Changing environment in the Indian context. Impact of various...»
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...»
The impact of foreign institutional investors on the Mumbai (Bombay) Stock Exchange: A case study
Synopsis abstract : «Abstract.. Introduction.. Background.. Overview of the Indian economy.. Indian growth.. Development of Indian stock markets.. National stock exchange India.. Case study.. Literature review.. Foreign institutional investors in India.. Annual report...»
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...»
Textbooks say that banks transform risks: What are the risks involved? and how are they transformed?
Synopsis abstract : «Introduction.. Definition and management of the pure risks: Credits risk and liquidity risk.. Definition and management of the speculative risks: Interest-rate risk, currency risk and market-risk.. Conclusion...»
Credit risk management
Synopsis abstract : «Introduction. Life insurance schemes in connection to saving tax. Value addition to the company. Review of literature. What is risk?. What is risk management?. Objectives of risk management function. What is market risk?. Types of market risk. The...»
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