Evaluate the precision and applicability of black scholes model & binomial model in predicting option prices across ten diversified industries and simulate future option prices using monte carlo technique
dc.contributor.advisor | Desai, Tejas | |
dc.contributor.author | Adatia, Chirag | |
dc.contributor.author | Sanyal, Sagnik | |
dc.date.accessioned | 2016-11-29T09:34:20Z | |
dc.date.available | 2016-11-29T09:34:20Z | |
dc.date.copyright | 2007 | |
dc.date.issued | 2007 | |
dc.identifier.uri | http://hdl.handle.net/11718/18763 | |
dc.language.iso | en | en_US |
dc.publisher | Indian Institute of Management Ahmedabad | en_US |
dc.relation.ispartofseries | SP;001381 | |
dc.subject | black scholes model | en_US |
dc.subject | binomial model | en_US |
dc.title | Evaluate the precision and applicability of black scholes model & binomial model in predicting option prices across ten diversified industries and simulate future option prices using monte carlo technique | en_US |
dc.type | Student Project | en_US |
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