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Now showing items 1801-1810 of 1846
Model risk in pricing path-dependent derivatives: an illustration
(Indian Institute of Management, Ahmedabad, 2014)
Model selection and model uncertainty go hand-in-hand. However, while there is uncertainty associated with the selection of any model, the context is paramount. This study is an illustration of issues surrounding model ...
Governance and upgrading in export grape global production networks in India
(IIM Ahmedabad, 2013)
Global production networks (GPNs) are the norm in many export sectors of developing world
economies like India. High-value crops, including horticultural crops and produce, are seen as
candidates for exploiting global ...
Negotiating out of holdouts in land aggregation in India: small town lawyers, contingent contracts, social norms, and auctions
(IIM Ahmedabad, 2013-10)
This a paper about the role of lawyers in small towns in India as the intermediary agents of large corporations. They help resolve disputes among farmers with small land holdings and also negotiate with them to purchase ...
Corporate governance issues in executive compensation: the Indian experience
(2013-09)
While the 2011 Occupy Wall Street movement had the larger agenda of protesting against the
influence of corporations in policy making and governance, one of its focal points was the growing
disparity in the distribution ...
Estimation of bid-ask spread and its components in Indian stock market using trade prices
(IIM Ahmedabad, 2013-11)
In the absence of order-book data and limited information on quoted bid-ask spreads in the Indian stock market, this paper attempts to analyze the bid-ask spread in Indian market by estimating bid-ask spreads and its ...
Medical negligence and compensation inn India: how much is just and effective?
(IIM Ahmedabad, 2014-03-27)
There is no denying the fact that human life is precious and in cases of medical negligence, the judges find it extremely difficult to decide on the quantum of compensation as the quantum is highly subjective in nature, ...
Refocusing worker participation: the struggles with construct validity
(IIM Ahmedabad, 2014-03-26)
What makes a data-story work? a framework for effective visual data narratives
(Indian Institute of Management, Ahmedabad, 2014)
Stories have been recognized for their power of communication & persuasion for centuries and we need to operate at that intersection of data, visual and stories to fully harness the power of data. Online journalism has ...
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 ...