IIMA Institutional Repository
This Institutional Repository has been created to collect, preserve and distribute the scholarly output of Indian Institute of Management, Ahmedabad. This will work as an important tool to facilitate scholarly communication and preserve the institution knowledge. The Vikram Sarabhai Library is proud to be hosting the repository for the dissemination and preservation of this valuable knowledge resource of the IIMA community.
Please use this identifier to cite or link to this item:
http://hdl.handle.net/11718/18385Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | Varma, Jayanth R. | - |
| dc.contributor.author | Sridhar, K. | - |
| dc.contributor.author | Raju, Vijay Kumar | - |
| dc.date.accessioned | 2016-08-19T11:04:17Z | - |
| dc.date.available | 2016-08-19T11:04:17Z | - |
| dc.date.copyright | 2002 | - |
| dc.date.issued | 2002 | - |
| dc.identifier.uri | http://hdl.handle.net/11718/18385 | - |
| dc.language.iso | en | en_US |
| dc.publisher | Indian Institute of Management Ahmedabad | en_US |
| dc.relation.ispartofseries | SP;000930 | - |
| dc.subject | Derivative models | en_US |
| dc.subject | Arbitrage opportunities | en_US |
| dc.subject | Market prices | en_US |
| dc.subject | EWMA | en_US |
| dc.subject | GARCH | en_US |
| dc.subject | Inherent risk | en_US |
| dc.subject | Financial derivatives | en_US |
| dc.title | Using derivative models to explore arbitrage opportunities | en_US |
| dc.type | Student Project | en_US |
| 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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