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Policy options for Indian manufacturing competitiveness: an exploration
(Indian Institute of Management Ahmedabad, 2003)
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 ...
Analyzing the corporate response to economic reforms in India
(Indian Institute of Management Ahmedabad, 2006)
In this paper, we analyze the changes in the corporate sector resulting from the India’s move from the first generation reforms to second generation reforms over a 15 year period from 1991 to 2005 – and try to establish ...
Effectiveness of technical trading rules
(Indian Institute of Management Ahmedabad, 2003)
Stock market analysts have developed a number of trading rules that help traders decide their future strategy with respect to a particular stock or portfolio of stocks. Technical forecasting relies on past data to make a ...
Identification of business segments in Kerala for active promotion by the government
(Indian Institute of Management Ahmedabad, 2002)
The project aims at identifying business segments for active promotion by the government of Kerala to attract investments to the state. Despite a remarkable record in terms of adult literacy, infant mortality, life expectancy, ...
Cross border mergers and acquisitions: impact on the banking industry
(Indian Institute of Management Ahmedabad, 2003)
The banking industry worldwide has seen a spate of large mergers and acquisitions in the last decade. Motivated by factors like international expansion, higher market power, economies of scale and access to technological ...
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 ...
Empirical modeling of foreign direct investment (FDI): analysis of FDI in China
(Indian Institute of Management Ahmedabad, 2003)
Multi-factor VaR models under Black-Scholes pricing for Indian equity index (S & P CNX Nifty) options
(Indian Institute of Management Ahmedabad, 2003)
The aim of the paper is to evaluate different models for calculating the value at Risk for a position in an option. Various correction factors need to be applied to the basic VaR model which bases itself on the linearity ...
Enabling the transition of the Indian software industry from services to products: a study
(Indian Institute of Management Ahmedabad, 2003)
The Indian software industry is a US$ 10 million industry today. Software services and exports account for US$ 7.6 billion of this. With the changing global scenario, India will lose its raw labor cost advantage in the ...