Please use this identifier to cite or link to this item:
https://ir.iimcal.ac.in:8443/jspui/handle/123456789/3026| Title: | Empirical analysis of GARCH and Practitioner Black-Scholes Model for Pricing S&P CNX Nifty 50 index options of India |
| Authors: | Singh, Vipul Kumar Ahmad, Naseem Pachori, Pushkar |
| Issue Date: | Aug-2011 |
| Publisher: | Indian Institute of Management Calcutta, Kolkata |
| Series/Report no.: | Vol.38;No.2 |
| Description: | Vipul Kumar Singh, Assistant Professor (Finance), IILM College of Management Studies; Naseem Ahmad, Professor, Department of Mathematics, Jamia Millia Islamia (Central University),New Delhi-110025; Pushkar Pachori, Technology Leader, Royal Bank of Scotland p.51-67 August, 2011 Issue Editor - Debashish Bhattacherjee |
| URI: | https://ir.iimcal.ac.in:8443/jspui/handle/123456789/3026 |
| ISSN: | 0304-0941(print version) |
| Appears in Collections: | Issue 2, August 2011 |
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| File | Size | Format | |
|---|---|---|---|
| Empirical analysis of GARCH and Practitioner BlackScholes Model for pricing S&P CNX Nifty 50 index options.pdf Until 2027-03-31 | 92.08 kB | Adobe PDF | View/Open Request a copy |
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