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Now showing items 41-45 of 45
Shiny alternative for finance in the classroom
(Indian Institute of Management Ahmedabad, 2017-03-31)
Despite the popularity of open-source languages like R and Python in modern empirical research and the data-science industry, spreadsheet programs like Microsoft Excel remain the data analysis software of choice in much ...
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 ...
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 ...
A First Cut Estimate of the Equity Risk Premium in India
(2009-08-08)
We estimate the equity risk premium in India using data for the last 25 years. We address the shortcomings of existing indices by constructing our own total return index for the 1980s and early 1990s. We use our estimates ...
Performance of quality factor in Indian equity market
(Indian Institute of Management Ahmedabad, 2022-12-06)
We study the characteristics of Quality factor (QMJ) in India, which is the sec-
ond largest emerging market. Dimensions of quality factor are impacted by the
weaker enforcement of corporate governance norms in emerging ...