Calculating correlation among currency trios using implied volatility

dc.contributor.advisor	Parikh, Jitendra
dc.contributor.author	Bandopadhya, Arghya
dc.contributor.author	Prabhudesai, Ashish
dc.date.accessioned	2014-11-13T12:03:10Z
dc.date.available	2014-11-13T12:03:10Z
dc.date.copyright	2001-03
dc.date.issued	2001-03
dc.identifier.uri	http://hdl.handle.net/11718/12609
dc.language.iso	en	en_US
dc.publisher	Indian Institute of Management, Ahmedabad	en_US
dc.relation.ispartofseries	SP;790
dc.subject	British Pound	en_US
dc.subject	Japanese Yen	en_US
dc.subject	US Dollar	en_US
dc.subject	Exchange Rate	en_US
dc.subject	Future Exchange Rate	en_US
dc.subject	Historical Spot Data	en_US
dc.subject	Foreign Exchange	en_US
dc.title	Calculating correlation among currency trios using implied volatility	en_US
dc.type	Student Project	en_US