Trading volatility

Economics & finance   |   Finance   |   Presentation   |   01/16/2009   |   .doc   |   13 pages
Document abstract : « Bibliography. Trading volatility Index Title I. Introduction -Buying and Selling Volatility -Example of Trading Volatility -Causes of Volatility II. ...»

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

Economics & finance   |   Finance   |   Term papers   |   04/20/2009   |   .doc   |   35 pages
Document abstract : « They might do so by calculating the historical volatility of their portfolio's market value over a rolling 100 trading days. However ...»

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

Economics & finance   |   Finance   |   Presentation   |   01/16/2009   |   .doc   |   9 pages
Document abstract : « As these future events are not reflected in the past trading days, our historical volatility is not affected by these events and consequently it may be ...»

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

Economics & finance   |   Finance   |   Research papers   |   05/30/2009   |   .doc   |   50 pages
Document abstract : « products and robust trading systems together with our principles will help any Indian trader or investor take advantage of market volatility, explosive moves ...»

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

Economics & finance   |   Finance   |   Research papers   |   05/09/2009   |   .doc   |   112 pages
Document abstract : « the environment in which mutual funds operate Market volatility Adverse market with aggressive investment techniques Leverage risk Risk of trading halts Risk ...»

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

Economics & finance   |   Finance   |   Research papers   |   05/20/2009   |   .doc   |   45 pages
Document abstract : « Using Black and Scholes model: Calculation of volatility. Types of the research; Assumption With the world embracing the derivative trading on a large scale, the ...»

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

Economics & finance   |   Finance   |   Case study   |   03/05/2009   |   .doc   |   47 pages
Document abstract : « directly through widening investor foundation and indirectly gripping the local authorities to improve the trading system. While the volatility associated with ...»

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

Economics & finance   |   Finance   |   Indian project   |   04/21/2009   |   .doc   |   39 pages
Document abstract : « October 2004. ABSTRACT We examine the impact of installment receipts (IRs) trading on the underlying stocks' volatility. IRs are ...»

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?

Economics & finance   |   Finance   |   Presentation   |   01/13/2009   |   .doc   |   4 pages
Document abstract : « It results from "volatility of positions taken in the four diversification form the traditional intermediation function toward trading and investment in ...»

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

Economics & finance   |   Finance   |   Term papers   |   04/21/2009   |   .doc   |   25 pages
Document abstract : « Moreover, fluctuations in the depth of trading in the market (ie, market liquidity) often accompany and exacerbate high levels of price volatility. ...»

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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