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Now showing items 201-210 of 224
Shiny alternative for finance in the classroom
(Indian Institute of Management Ahmedabad, 2017-03-31)
Despite the popularity of open-source languages like R and Python in modern empirical research and the data-science industry, spreadsheet programs like Microsoft Excel remain the data analysis software of choice in much ...
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 ...
Derivatives pricing using QuantLib: an introduction
(Indian Institute of Management Ahmedabad, 2015)
Given the complexity of over-the-counter derivatives and structured products, al- most all of derivatives pricing today is based on numerical methods. While large fi- nancial institutions typically have their own team of ...
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 ...
Swap Curve Steepener
(Indian Institute of Management Ahmedabad, 2017-12-27)
The case is about a decision problem facing James on whether or not to invest in a structured product called the “CMS Steepener” issued by a large US investment bank. The payoff from the product is linked to two constant ...
Real estate and infrastructure resolution
(2019-09-19)
We propose a mechanism that uses the financial markets to mobilize the resources of a large population of investors, to revive the impaired assets in the real sector in India today. This should also allow the economy to ...
Size, value, and momentum in Indian Equities
(Sage, 2017)
A quarter century has elapsed since India embarked on the process of economic reforms in 1991. In this article, we look at the post-reform period of the Indian equity market to understand the performance ...
Financial literacy among working young in urban India
(Elsevier, 2015)
The working young in urban India exhibit inferior financial knowledge, inferior financial attitude, and superior financial behavior compared to their counterparts elsewhere. While both men and women require intervention ...
A First Cut Estimate of the Equity Risk Premium in India
(2009-08-08)
We estimate the equity risk premium in India using data for the last 25 years. We address the shortcomings of existing indices by constructing our own total return index for the 1980s and early 1990s. We use our estimates ...