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Volatility smile dynamics
(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 ...
Critical analysis of dynamic capability of HDFC bank
(Indian Institute of Management Ahmedabad, 2008)
Incorporated in 1994, HDFC Bank was amongst the first to receive an ‘in principle ‘approval from the Reserve Bank of India (RBI) to set up a bank in the private sector, as part of the RBI liberalization of the Indian banking ...
To study the negotiation behavior of Pervez Musharrf, in relation to the Kashmir issue and Pakistan's role in the "War against Terror"
(Indian Institute of Management, Ahmedabad, 2008)
Innovativeness and institutional image: A comparative study of selected technical institutions in Gujarat
(Indian Institute of Management, Ahmedabad, 2008)
Technical education sector in India is an important part of the whole system of education. It has contributed significantly in making India one of the largest resources for technical manpower and thereby, being a catalyst ...
Women in mamnagement - a study on handloom weavers cooperative societies in Manipur
(Indian Institute of Management, Ahmedabad, 2008)
Leveraged buy-outs: valuation, financial structuring and performance; case - HCA inc.
(Indian Institute of Management, Ahmedabad, 2008)
SEWA Bank: comparative study and analysis of the urban and rural models of mocrofinance
(Indian Institute of Management, Ahmedabad, 2008)
Analysis of pricing methods for basket options
(Indian Institute of Management, Ahmedabad, 2008)
A Basket option is an option whose payoff depends on the value of a portfolio of
assets. The composition of the portfolio including the weights of each asset is
defined at the time of writing the contract. Basket ...
Volatility modeling
(Indian Institute of Management, Ahmedabad, 2008)
Study of e- tendering implementation by GNFC
(Indian Institute of Management, Ahmedabad, 2008)