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Information trading: a potential instrument for crop loss against rain risk
(Indian Institute of Management Ahmedabad, 2007)
A Case Study from Cauvery Basin :
Pricing of rain derivative i.e. call option has been done using mean reversion stochastic process to hedge crop loss due to draught/flood at the Cauvery Basin.Potential of information ...
Risk analysis for fuel cell technology in distributed generation
(Indian Institute of Management Ahmedabad, 2006)
Basel-II roadmap: a survey of risk management in Indian banks and financial institutions
(Indian Institute of Management Ahmedabad, 2006)
Abstract
1) Introduction and context description.
Basel 11 norms that are to be implemented from next year are a step towards safe banking system following the best international practices. With the introduction of ...
Use of asymmetric loss functions for risk management in portfolio allocation
(Indian Institute of Management Ahmedabad, 2006)
Markowitz framework forms the basis of almost all studies on the stock market data related to portfolio allocation. It rests on the implicit assumption that the outcomes of the positive and negative returns of the same ...
Hedging opportunities for Indian firms an analysis of the steel industry
(Indian Institute of Management Ahmedabad, 2004)
Risk management in banking sector
(Indian Institute of Management Ahmedabad, 2002)
Value at risk approach to risk management
(Indian Institute of Management Ahmedabad, 2001)