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Now showing items 1841-1850 of 1900
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 ...
Buy, sell or hold: entity-aware classification of business news
(2019-04-30)
Financial sector is expected to be at the forefront of the adoption of machine learning methods, driven by the superior performance of the data-driven approaches over traditional modelling approaches. There has been a ...
Does it work? information technology (IT) in welfare in India
(Indian Institute of Management Ahmedabad, 2019-04-09)
The use of information technology (IT) in public administration is viewed as a significant tool for enhancing transparency and accountability. In popular rhetoric, these continue to be heralded as necessary and sufficient ...
Between Aastha and Zee: mystery of the missing market for a weather channel
(2019-06-03)
Until a few decades ago, Doordarshan was the only channel which would broadcast TV programmes in black-&-white and that too for a few hours. It was a pure public good then, offered free of cost by the government. Today, ...
Real estate and infrastructure resolution
(2019-09-19)
We propose a mechanism that uses the financial markets to mobilize the resources of a large population of investors, to revive the impaired assets in the real sector in India today. This should also allow the economy to ...
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 ...
Alternate solution approaches for competitive hub location problems
(Indian Institute of Management Ahmedabad, 2019)
In this paper, we study the hub location problem of an entrant airline that tries to maximize
its share in a market with already existing competing players. The problem is modelled as a nonlinear integer program, which ...