Browsing by Author Parikh, J. C.
Showing results 1 to 8 of 8
Issue Date | Title | Author(s) |
---|---|---|
2005 | Application of extreme value theory (EVT) to the measurement of risk and asset allocation | Sharma, Mrinal; P., Phanindra |
2003 | Application of Merton and inverse Merton models for cross validation of equity and debt security prices in India | Ghosh, Arup K.; Bharti, K. Ajitabh |
2001 | Empirical study of currency option pricing models | Bansal, Amit; Goyal, Amit |
2005 | Fat tails and asset returns | Vaidya, Jasraj; Kapoor, Mohit |
2003 | Option pricing and probability distribution of equity index returns: an analysis using high-frequency index data | Sen, Avishek; Sankaran, Srikanth |
2004 | Study of asset-backed securitization (ABS) and its applications in the Indian context | Rajan, Abhishek |
2002 | Term structure of interest rates : models for the Indian debt market | Thakkar, Kunal; Satapathy, Ananta N. |
2001 | Value at risk approach to risk management | Verma, Nishant; Thakka, Kunal; Kamath, Shridhar L. |