Using derivative models to explore arbitrage opportunities

dc.contributor.advisor	Varma, Jayanth R.
dc.contributor.author	Sridhar, K.
dc.contributor.author	Raju, Vijay Kumar
dc.date.accessioned	2016-08-19T11:04:17Z
dc.date.available	2016-08-19T11:04:17Z
dc.date.copyright	2002
dc.date.issued	2002
dc.identifier.uri	http://hdl.handle.net/11718/18385
dc.language.iso	en	en_US
dc.publisher	Indian Institute of Management Ahmedabad	en_US
dc.relation.ispartofseries	SP;000930
dc.subject	Derivative models	en_US
dc.subject	Arbitrage opportunities	en_US
dc.subject	Market prices	en_US
dc.subject	EWMA	en_US
dc.subject	GARCH	en_US
dc.subject	Inherent risk	en_US
dc.subject	Financial derivatives	en_US
dc.title	Using derivative models to explore arbitrage opportunities	en_US
dc.type	Student Project	en_US