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Derivatives pricing using QuantLib: an introduction
(Indian Institute of Management Ahmedabad, 2015)
Given the complexity of over-the-counter derivatives and structured products, al- most all of derivatives pricing today is based on numerical methods. While large fi- nancial institutions typically have their own team of ...
Grapevine or Informed Selection: significance of quality attributes in India’s emerging wine market
(Indian Institute of Management Ahmedabad, 2018-03-30)
Indian wine market is in a nascent state as compared to its counterparts in Europe, America and Asia. However, with rapid growth in GDP and consequent changes in lifestyle, the absolute size of the market is growing rapidly. ...
Lender moral hazard in state-owned banks: evidence from an emerging economy
(Indian Institute of Management Ahmedabad, 2018-07-04)
We examine the credit risk-choices of the public sector banks (PSBs) in India with a novel dataset that is able to trace the borrowers to their banks. We determine the likelihood of the ownership type of the lender bank ...
Is the past still holding us back? a study on intergenerational education mobility in India
(Indian Institute of Management Ahmedabad, 2018-01-03)
This paper deals with intergenerational education mobility in India. We make use of IHDS-II (2011-12) and prepare a representative dataset that goes beyond co-resident pairs of son-father by utilizing a unique feature of ...
Alternate second order conic programming reformulations for hub location with capacity selection under demand uncertainty
(Indian Institute of Management Ahmedabad, 2018)
In this paper, we study the single allocation hub location problem with capacity
selection in the presence of congestion at hubs. Accounting for congestion at hubs leads
to a non-linear mixed integer program, for which ...
Economic incentives versus institutional frictions: migration dynamics within Europe
(Indian Institute of Management Ahmedabad, 2015)
The immobility puzzle in European Union takes the form that the observed level of migration within Europe is substantially less than is expected in an union which allows free labor mobility, indicating that there are ...
Dispersion in macroeconomic volatility between the core and periphery of the international trade network
(Indian Institute of Management Ahmedabad, 2015)
At the country level, macroeconomic volatility tends to correlate with trade openness although the direction of correlation is not stable across samples. Here I consider trade networks as sum of all pairwise trade linkages ...
Inflationary effects of monetary policies in newly industrialized economies with cross-sectoral labor and capital immobility
(Indian Institute of Management Ahmedabad, 2015)
This paper studies the effects of monetary policies in newly industrialized economies characterized by extremely low level of labor and capital mobility between urban and rural sectors. Policies are executed in the urban ...
In ationary e ects of monetary policies in newly industrialized economies with cross-sectoral labor and capital immobility
(Indian Institute of Management Ahmedabad, 2015)
This paper studies the effects of monetary policies in newly industrialized economies characterized by extremely low level of labor and capital mobility between urban and rural sectors. Policies are executed in the urban ...
Response to increasing competition by business organizations in India: voluntary retirement schemes and their outcome
(2010-01-16)
Companies in India have responded to the challenges of globalization in various ways. One of the strategies to survive in the market was to reduce the cost by reduction in the number of employees with the help of Voluntary ...