Browsing by Author "Desai, Tejas"
Now showing items 1-20 of 20
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Analysis and comparison of statistical models for pricing exotic options
Mehta, Aakriti; Jain, Vipul (Indian Institute of Management, Ahmedabad, 2008) -
Application and evaluation of nonparametric regression methods for valuing American options
Paul, Kritisundar; Bhattacharya, Koushik (Indian Institute of Management Ahmedabad, 2007) -
The Aravind Eye Hospital, Madurai, India: Staffing Surgeons in the Face of Variable Demand
Desai, Tejas (2010-09-02)Many organization face variable demand for their services over any given year. One such organization is the Aravind Eye Hospital in Madurai, where demand for surgeries shoots up in the summer months and drops off in the ... -
Comparison of risk preferences of investors in major metros in India
Anand; Gowda, Maruthi (Indian Institute of Management, Ahmedabad, 2008) -
Composite forecast model for estimating volatility in financial markets
Gundlapalli, Anoop V.; Kodandaraman, Gopi Krishna; Ajaykumar, Ranjith P. (2007) -
Contemporary Lessons in Economic Philosophy drawn from Two Recent Indian Films
Desai, Tejas (2011-05-26)The aim of this paper is to derive some important lessons in economic philosophy from two recent Indian films. The two films, Mani Ratnam’s Guru (2007) and Madhur Bhandarkar’s Corporate (2006), are explicitly about the ... -
East And West, The Twain Shall Meet: A Cross-Cultural Perspective on Higher Education
Desai, Tejas (2011-05-26)Both India and the U.S. were once colonies of Great Britain, the world''s first but short-lived global power. And both India and the U.S. ultimately threw off the imperialist yoke. Despite independence, both democracies ... -
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
Adatia, Chirag; Sanyal, Sagnik (Indian Institute of Management Ahmedabad, 2007) -
Evaluation of moving average convergence divergence MACD technique for stock price trend determination and assessment of its applicability to based on real data set
Adatia, Chirag; Meshram, Nilesh (Indian Institute of Management Ahmedabad, 2007)MACD stands for Moving Average Convergence Divergence,is a technical analysis indicator extensively used in financial markets either as a trend or momentum indicator. In this technique instrument’s 26- day and 12-day ... -
Financial risk management - a value at risk ( VaR) prestective
R, Rajaram; Howli, Prasun Kumar (Indian Institute of Management, Ahmedabad, 2006) -
Financial Risk Management - A Value at Risk (VaR) perspective
R., Rajaram; Howli, Prasun Kumar (2014-01-30) -
Information attainable in some randomly incomplete data models
Desai, Tejas; Sen, P. K. (2005-10-27) -
Information attainable in some randomly incomplete multivariate response models
Desai, Tejas; Sen, P. K. (Journal of Statistical Planning and Inference, 2008-11-10)In a general parametric setup, a multivariate regression model is considered when responses may be missing at random while the explanatory variables and covariates are completely observed. Asymptotic optimality properties ... -
On the Optimal Staffing of Surgeons and Efficient Scheduling of Surgeries
Desai, Tejas (2010-08-31)It is well-known that the demand for services at many if not all hospitals is variable over a given year such that the demand is significantly higher in some months compared to the rest of the months in any given year. ... -
On the Underreporting of HIV Prevalence India
Desai, Tejas (2010-08-31) -
Portfolio optimization on a of set of indices
Jain, Prateek; Jain, Tarun (Indian Institute of Management, Ahmedabad, 2008) -
Predictors of satisfaction for African American and white family caregivers of adult care home residents
Williams, S. W.; Desai, Tejas; Rurka, J.; Mutran, E. (Journal of Applied Gerontology, 2008-11-11)This study examines satisfaction with care for African-American and White family caregivers of assisted living (adult care and family care homes) residents. Demographic factors, particularly race, caregiving experiences, ... -
Statistical modelling of relationship between CDS spread and bond yield
Agarwal, Ritesh (Indian Institute of Management Ahmedabad, 2007)Credit derivatives were introduced in India recently which was demanded by the market participants for quite some time. Though the government has introduced Credit Default Swaps (CDS) with some restriction, It will take ... -
Understanding the Business Type: A Comparitive Analysis of Management Students and Business Executives
Desai, Tejas; Sharda, Kirti (2011-05-26)Study of personality type has contributed a lot to our understanding and prediction of human behaviour, especially in organizational contexts. A great deal of interest is especially focused on what types of people are most ... -
Volatility smile dynamics
Kochhar, Shikha; Johri, Abhishek (Indian Institute of Management Ahmedabad, 2008)‘Smile Dynamics’ is one of the key problems debated in the option smile literature today. It is a key component for consistent pricing of exotic options and hedging option portfolios. There exist various smile models which ...