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Pros of a spot gold exchange in India
(2016-02-22)
Swiss Roll (B): A Teaching Note
(Indian Institute of Management Ahmedabad, 2016-07-07)
Computational finance using QuantLib-Python
(IEEE Computer Society, 2016)
Given the complexity of over-the-counter derivatives and structured products, almost all derivatives pricing today is based on numerical methods. Large financial institutions typically have their own teams of developers ...
Swiss Roll (B)
(Indian Institute of Management Ahmedabad, 2016-07-07)
In the aftermath of global financial crisis of 2008 and the ensuing capital flows into Switzerland, the Swiss National Bank (SNB) decided to peg Swiss Franc (CHF) to the Euro (EUR), and announced that it would not let CHF ...
Hundred Million Dollar Beta
(Indian Institute of Management Ahmedabad, 2016-07-11)
This case is about the practical and conceptual issues involved in estimating the beta of a company for the purpose of computing the cost of capital using the CAPM (Capital Asset Pricing Model). In many applications of the ...