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http://hdl.handle.net/11718/18763| Title: | Evaluate the precision and applicability of black scholes model & binomial model in predicting option prices across ten diversified industries and simulate future option prices using monte carlo technique |
| Authors: | Adatia, Chirag Sanyal, Sagnik |
| Keywords: | black scholes model;binomial model |
| Issue Date: | 2007 |
| Publisher: | Indian Institute of Management Ahmedabad |
| Series/Report no.: | SP;001381 |
| URI: | http://hdl.handle.net/11718/18763 |
| Appears in Collections: | Student Projects |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| SP_2007_1381.pdf Restricted Access | 556.94 kB | Adobe PDF | View/Open Request a copy |
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