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Comparison of CDS prices for different valuation models and hazard rates
(Indian Institute of Management Ahmedabad, 2004)
This paper provides a comparison between the CDS spreads estimated by Hull and white model and Equivalent Recovery model. The paper compares the models for different maturities, using different time-varying hazard rate ...
Indian IPOs during 1999-2000: an empirical analysis
(Indian Institute of Management Ahmedabad, 2004)
1) Introduction and context description: Broadly speaking companies are private or public. when a private company decides to go public it may sell stock in accordance with the stock market regulator`s guidelines. An IPO ...