Browsing Student Projects by Author "Virmani, Vineet"

Now showing items 1-20 of 24

    • Analysis of select hedge fund strategies: key drivers and risk management 

      Katiyar, Rishabh; Rawat, Siddharth (Indian Institute of Management Ahmedabad, 2016)

    • Behavioural determinants behind health insurance purchase 

      Garg, Rahul K.; Jand, Rahul (Indian Institute of Management Ahmedabad, 2012-09-27)

    • Catastrophe risk financing 

      R., Indu (Indian Institute of Management Ahmedabad, 2016)
      Given the increasing number of catastrophes and scale of loss as a result of these catastrophes, Catastrophe Insurance has gained significance in the last two decades. The traditional catastrophe risk transfer market, ...

    • Characterizing nse's nifty returns, volatility and vix: statistical properties and stylized facts 

      Teotia, Gaurav Singh; Prakash, Jay; Mathankar, Prasad; Garhwal, Rohit (Indian Institute of Management Ahmedabad, 2012-08-22)

    • Comparing corporate bankruptcies: Bhushan steel & Bethlehem steel 

      S., Sriram; Rahul, Jeldi Ratan (Indian Institute of Management Ahmedabad, 2019)
      Under the new IBC, many firms are going through bankruptcy process. This code has gone through major amendments based on market response to bankruptcies. Hence a comparison of this process with a mature bankruptcy process ...

    • Do low risk stocks give higher returns in Indian market? 

      Lathi, Vinay (Indian Institute of Management Ahmedabad, 2017)
      Since, the advent of ‘Capital Asset Pricing Model (CAPM)’ in 1965, factor theory has been the most widely accepted framework of understanding return on financial assets. As rightly explained by Andrew Ang in his book on ...

    • Dynamics of the volatility surface 

      Kushwah, Aseem; Seth, Gunjan (Indian Institute of Management Ahmedabad, 2016)
      Our project aims to analyze the volatility surface observed in options market. The intricacies of the volatility surface have challenged the traders and academicians across the world for the last 25 years. In our project, ...

    • Effect of monetary policy on stock markets and vice-versa: Issues and evidences 

      Prateek, Pranay (Indian Institute of Management Ahmedabad, 2012-09-12)

    • EQ-IR Hybrid Models For Pricing Autocallable Structures 

      Nag, Rohan; Garg, Sameer (Indian Institute of Management Ahmedabad, 2013)
      This project investigates the effect of EQ-IR correlation in pricing autocallable structures. We implement a hybrid Hull- White model to empirically demonstrate and quantify the effect of such a correlation on the price ...

    • Impact of easy monetary policies of developed nations on emerging economies 

      Soni, Kshamank; Sanghani, Mayank (Indian Institute of Management Ahmedabad, 2016)

    • The impact of liquidity in the financial crisis 

      Bhatnagar, Aviral (Indian Institute of Management Ahmedabad, 2016)
      The financial crisis of 2008, was one of the most spectacular crashes in living memory. An event that was seen to be a black swan, was actually similar to many previous crises in its essence viz. asset speculation, exposure, ...

    • Monetary Policy Action Predictor Model 

      Yadav, Prashant; Sarkar, Prashant (Indian Institute of Management, Ahmedabad, 2015)

    • Negative interest rates: sneak peek into the European economy 

      Shah, Dhairya Samir; Pulavwala, Akil (Indian Institute of Management Ahmedabad, 2019)
      The world of interest rates have changed dramatically since the dawn of introduction of Negative interest rates. This reminds me of a famous saying by John Maynard Keynes : “Markets can remain irrational longer than you ...

    • Pairs trading: portfolio selection and trade execution 

      Mitruka, Abhishek (2017)
      In this study, we investigate whether ‘Pairs Trading‘ strategy is applicable in the Indian financial markets. This strategy has been used by Statistical Arbitrageurs in major markets like USA and Europe. These markets ...

    • Pricing barrier options using local volatility 

      Shashank; Gandhi, Shavi; Ranajn, Palash (Indian Institute of Management Ahmedabad, 2012)

    • A report on negative interest rate policy 

      Gaur, Akshya; Bala, Meghna (Indian Institute of Management Ahmedabad, 2016)
      Considered unthinkable earlier, negative interest rate policy (NIRP) has been used recently by many central banks to achieve their monetary policy objectives. With an aim of understanding the reason behind ...

    • Structured products 

      Samhith, Veda; Kedia, Raj Kumar (Indian Institute of Management Ahmedabad, 2019)
      Structured investments arise from the needs of companies that wanted to issue debt more cheaply. This could have been done by issuing a convertible bond—i.e., debt that could be converted to equity under certain circumstances. ...

    • Structured products: market for structured products in Europe and Asia Pacific 

      Gupta, Ishan; Verma, Vibhor (Indian Institute of Management Ahmedabad, 2018)
      Financial derivatives are financial products, which derive their value from a separate underlying instrument(s), such as a stocks, bonds, currencies, interest rates etc. These products provide hedging opportunities to ...

    • Study of the contingent convertible bonds and its regulatory impact 

      Karthik, Varun; Tapadia, Sanket (Indian Institute of Management Ahmedabad, 2017)
      The financial crisis in 2008 and 2009 led the regulatory authorities to place stricter capital requirements on banks (Basel III). Contingent Convertible (CoCos) bonds were introduced as way to acquire the extra capital, ...

    • Technical analysis and efficient markets 

      Garg, Narottam; Badhan, Ajinkya (Indian Institute of Management Ahmedabad, 2016)
      echnical Analysis, a tool used for security analysis and market timing, is based on analysis of past price and volume data to predict future stock movements. The validity of this technique is directly questioned by ...