Derivative Markets in India:Trading, Pricing, and Risk Management - Trading, Pricing and Risk Management 1st Edition (English, Paperback, Dixit Alok)

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Author

Dixit Alok

Highlights

Language: English
Binding: Paperback
Publisher: McGraw Hill Education India
Genre: Non-Classifiable
ISBN: 9780071332958, 0071332952
Edition: 1st, 2012
Pages: 264

Description

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.

Salient 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 markets.

Specifications

Book Details

Imprint	India Professional
Publication Year	2012

Contributors

Author Info

Alok Dixit Alok Dixit is currently working as an Assistant Professor of Finance & Accounting at Indian Institute of Management Lucknow (IIM-Lucknow), India. He teaches Management Accounting, Investment Management and Quantitative Applications in Finance. He obtained his doctoral degree (Ph.D.) from the Department of Management Studies, Indian Institute of Technology Delhi (IIT-Delhi) on the topic, "Pricing Efficiency of S&P CNX Nifty Index Options". He is a recipient of Junior Research Fellowship of the University Grants Commission (UGC-JRF) in management. He has published research papers in the journals of national and international repute. Surendra. S Yadav Surendra S Yadav is currently Professor of Finance at the Department of Management Studies, Indian Institute of Technology Delhi (IIT-Delhi), India. He teaches Corporate Finance, International Finance, International Business, and Security Analysis and Portfolio Management. He has been a visiting professor at the University of Paris, Paris School of Management, INSEEC Paris, and the University of Tampa, USA. He has published nine books and contributed more than 130 papers to research journals and conferences. He has also contributed more than 30 papers to financial/economic newspapers. P. K Jain P K Jain is Professor of Finance & Modi Chair Professor at the Department of Management Studies, Indian Institute of Technology Delhi (IIT-Delhi), India. He has been Dalmia Chair Professor as well. Recently, he has been awarded with 'Best Faculty Award' at IIT Delhi. He has nearly 40 years of teaching experience in subjects related to Management Accounting, Financial Management, Financial Analysis, Cost Analysis and Cost Control. He has been a visiting faculty at AIT Bangkok, Howe School of Technology Management at Stevens Institute of Technology, New Jersey; and ICPE, Ljubljana. He has authored three well-known text books published by TMH and more than 10 research monographs. He has contributed more than 140 research papers in journals of national and international repute.

Dimensions

Width	33 mm
Height	596 mm
Length	381 mm
Weight	186 gr

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