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Please use this identifier to cite or link to this item: http://hdl.handle.net/11718/12203
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dc.contributor.advisorPandey, Ajay-
dc.contributor.authorKaul, Anubhav-
dc.contributor.authorSanghi, Shitij-
dc.date.accessioned2014-07-31T12:37:16Z-
dc.date.available2014-07-31T12:37:16Z-
dc.date.copyright2007-
dc.date.issued2007-
dc.identifier.urihttp://hdl.handle.net/11718/12203-
dc.description.abstractRainbow options are exotics that have multiple assets as the underlying . They are usually calls or puts on the best or worst of 'n' underlying assets. or options which pay the best or worst of 'n' assets. Such options allow Holders to choose between the underlying vanilla options at a specified time before expiry. pricing of rainbow options depends upon the particular structure . but it is generally sensitive to correlations between the underlying assets.en_US
dc.language.isoenen_US
dc.publisherIndian Institute of Management, Ahmedabaden_US
dc.relation.ispartofseriesSP;1364-
dc.subjectPrice risken_US
dc.subjectRainbow optionsen_US
dc.subjectCall Optionen_US
dc.subjectPut Optionen_US
dc.titleApplications of rainbow options to manage price risk in industriesen_US
dc.typeStudent Projecten_US
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