Applications of rainbow options to manage price risk in industries

dc.contributor.advisor	Pandey, Ajay
dc.contributor.author	Kaul, Anubhav
dc.contributor.author	Sanghi, Shitij
dc.date.accessioned	2014-07-31T12:37:16Z
dc.date.available	2014-07-31T12:37:16Z
dc.date.copyright	2007
dc.date.issued	2007
dc.identifier.uri	http://hdl.handle.net/11718/12203
dc.description.abstract	Rainbow options are exotics that have multiple assets as the underlying . They are usually calls or puts on the best or worst of 'n' underlying assets. or options which pay the best or worst of 'n' assets. Such options allow Holders to choose between the underlying vanilla options at a specified time before expiry. pricing of rainbow options depends upon the particular structure . but it is generally sensitive to correlations between the underlying assets.	en_US
dc.language.iso	en	en_US
dc.publisher	Indian Institute of Management, Ahmedabad	en_US
dc.relation.ispartofseries	SP;1364
dc.subject	Price risk	en_US
dc.subject	Rainbow options	en_US
dc.subject	Call Option	en_US
dc.subject	Put Option	en_US
dc.title	Applications of rainbow options to manage price risk in industries	en_US
dc.type	Student Project	en_US