Overview of Derivative Markets in India: Trading, Pricing, and Risk Management Book

Given the relatively nascent stage of Derivative Markets in India and their crucial role in capital creation, it becomes imperative to address select issues faced by market participants in the developing stage of such markets.One of such issues is the pricing efficiency of options market and existence of arbitrage opportunities, especially during the initial years, and it's behavior over time. Understanding of arbitrage opportunities in an options market, their identification, and exploitation is quite important for market participants. A fair understanding of the same helps market participants to earn risk-less profits. At the same time it helps in restoring much needed equilibrium in the market.Derivative Markets in India, potentially the first book of its kind in Indian context on S&P CNX Nifty index options, is a sincere effort in this direction.Salient FeaturesAnalysis of the problem using secondary as well as primary dataDetailing use of two most popular time series models, namely, GARCH and EGARCH modelsUse of index futures market along with the options market to study the integration between the two marketsThis book is for students in finance at Doctoral and Postgraduate levels and finance professors. It would also be useful to branch managers of brokerage forms as well as executives working in derivatives cells of SEBI, NSE, and BSE.

• Book Type :

Business,Strategy&Management

• Book Binding :

Paperback

• Language :

English

• Number of Pages :

• ISBN - 10 :

0071332952

• Derivative Markets in India: Trading, Pricing, and Risk Management Published On :

20 Apr 2012

• Resource:

Students and Professionals:Business&Economics, Business,Strategy&Management

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