Derivative Markets In India at Meripustak

Derivative Markets In India

Books from same Author: Dixit

Books from same Publisher: McGraw Hill

Related Category: Author List / Publisher List


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General Information  
Author(s)Dixit
PublisherMcGraw Hill
ISBN9780071332958
Pages220
LanguageEnglish
Publish YearJanuary 2012

Description

McGraw Hill Derivative Markets In India by Dixit

Given the relatively nascent stage of Derivate Market in India and its crucial role in capital creation, it becomes imperative to address select issues that are faced by market participants in the developing stage of such markets. It is first book of its kind in Indian context on S&P CNX Nifty index options, is a sincere effort in this direction.


Key Features:-

  • Analysis of the problem using secondary as well as primary data.
  • Detailing use of two most popular time series models, namely, GARCH and EGARCH models.
  • Use of index futures market along with the options market to study the integration between the two m