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http://hdl.handle.net/11718/18385| Title: | Using derivative models to explore arbitrage opportunities |
| Authors: | Sridhar, K. Raju, Vijay Kumar |
| Keywords: | Derivative models;Arbitrage opportunities;Market prices;EWMA;GARCH;Inherent risk;Financial derivatives |
| Issue Date: | 2002 |
| Publisher: | Indian Institute of Management Ahmedabad |
| Series/Report no.: | SP;000930 |
| URI: | http://hdl.handle.net/11718/18385 |
| Appears in Collections: | Student Projects |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| SP 2002_930.pdf Restricted Access | 771.89 kB | Adobe PDF | View/Open Request a copy |
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