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Using derivative models to explore arbitrage opportunities
(Indian Institute of Management Ahmedabad, 2002)
Insurance sector report
(Indian Institute of Management Ahmedabad, 2002)
Restructuring strategies for turnaround of declining/distressed firms
(Indian Institute of Management Ahmedabad, 2007)
Jet - Sahara merger : How did the deal unfold
(Indian Institute of Management Ahmedabad, 2007)
Lessons in negotiation from India's struggle for independence
(Indian Institute of Management Ahmedabad, 2007)
Study of pricing of options on CDO tranches and CDX
(Indian Institute of Management Ahmedabad, 2007)
Application and evaluation of nonparametric regression methods for valuing American options
(Indian Institute of Management Ahmedabad, 2007)
Daily volatility forecasting methodologies: application and extensions
(Indian Institute of Management Ahmedabad, 2006)
Abstract
Volatility plays a crucial role in portfolio management as well as derivatives pricing Reliable estimates of volatility are essential for trading strategies and Value at Risk calculations . Moreover even in ...