Dr. Shashi Srivastava * Divya Srivastava ** Abstract In the era of globalization‚ one of the macro-economic variable that has come into great focus is interest rate. The volatility of interest rates has increased manifold in the last couple of years. Interest rate risk management has become very important and assorted instruments like interest rate derivatives (interest rate swaps‚ forward rate agreement and interest rate
Premium Derivatives Futures contract Derivative
Bloomberg User Manual School of Economics and Finance Faculty of Business and Economics University of Hong Kong Chapter 6 Pricing and valuation for derivatives Copyright © 2013 by School of Economics and Finance‚ University of Hong Kong All content in this document (the “Content”) is the property of the School of Economics and Finance‚ University of Hong Kong (the “Publisher”) and is protected by copyright and other intellectual property laws. You may print or download Content for your own personal
Premium Derivative Derivatives
areidentified as market uncertainty‚ technological uncertainty‚ and competitive volatility (Mohr‚ J.‚Sengupta‚ S.‚ & Slater‚ S. (2010). ESRI appears to be experiencing the competitive volatilitymost acutely. Competitive volatility is defined by Mohr‚ et al as “intensity in the degree of change in the competitive landscape and uncertainty about competitors and their strategies‚”(2010).There are three components in the competitive volatility uncertainty. The first is the uncertaintyover who will be the new competitors
Premium Innovation Technology
70+ DVD’s FOR SALE & EXCHANGE www.traders-software.com www.forex-warez.com www.trading-software-collection.com www.tradestation-download-free.com Contacts andreybbrv@gmail.com andreybbrv@yandex.ru Skype: andreybbrv Frequently Asked Questions In Quantitative Finance Frequently Asked Questions In Quantitative Finance Including key models‚ important formulæ‚ common contracts‚ a history of quantitative finance‚ sundry lists‚ brainteasers and more www.wilmott.com Paul Wilmott
Premium
Conversely‚ horizontal development creates no operational value‚ as the land/lots are developed to sell. According to Investopedia‚ “commonly‚ the higher volatility‚ the riskier the security (http://www.investopedia.com/terms/v/volatility.asp.) However‚ risk--or the uncertainty of loss--requiring a corresponding return‚ should be differentiated from volatility‚ or a measure of variation between like returns. Linneman & Kirsh (2012) suggest that uncertainty increases over time‚ it would stand to reason that
Premium Investment Finance Rate of return
uncertain economy. Recent conflicts and conflicting reports have left the Canadian Market muddled and somewhat divided. Michael capitalized on recent volatility in the market and has gained some unrealized profits. He sees a bullish economy returning in the near future but would like to ensure that his profits are maintained even through minor volatility for the next six months. He plans to do this through investing in options and is considering several different strategies. 1. Assessment of the
Premium Call option Option Put option
BRM PROJECT Page 1 “DOES FII’S INCREASES STOCK MARKET VOLATILITY” Page 2 “DOES FII’S INCREASES STOCK MARKET VOLATILITY” Section : A Semester : 2 Batch : 2008-2010 STUDENT NAMES & ROLL NO: AMRIT RANJAN SAHOO (6) ANUBHAV GARG (9) ANWAR HUSSAIN (10) KARTIK SHETH (24) PARTH MEHTA (35) POONAM BAKSHI (37) PREETISH SATHEESH (39) ASHISH PUGALIA (40) RAHUL KHANNA (42) SHIVANI MAHESHWARI (52) VIKASH JAIN (62) Page 3 ACKNOWLEDGEMENT We would like to add a few heartfelt words for the people
Premium Stock market Stock Stock exchange
pricing decision requires students understand the concept of valuing a convertible as the sum of a straight bond plus the conversion option. Valuing the conversion option as a call option requires the estimation of the Black-Scholes model‚ with the volatility being a particularly challenging input. On a strategic level‚ the case introduces students to the concept of matching a company’s business risk with the type of financing: equity‚ debt‚ or convertible debt. In that regard‚ MoGen presents
Premium Stock market Bond Option
economy experiences a decreasing trend in volatility. The decrease in volatility is believed to be caused by structural changes in the economy and economic policies. During this period‚ economic variables such as GDP‚ inflation and production reduce in volatility‚” (business dictionary.com) According to Diego Comin‚ “On February 20‚ 2004‚ Ben Bernanke‚ the chairman of the Federal Reserve‚ reflected on a trend which decline the macroeconomic volatility‚ in which the stability was very significant
Free Economics Macroeconomics Unemployment
Bank of India and Securities and Exchange Board of India (2008) “Report of the RBI-SEBI standing technical committee on exchange traded currency futures” Varma‚ J R (1999) “Rupee-Dollar Option Pricing and Risk Measurement: Jump Processes‚ Changing Volatility and Kurtosis Shifts”‚ Journal of Foreign Exchange and International Finance‚ 1391)‚ 11-33 Varma‚ J R (Chairman) (2002) “SEBI Advisory Committee on Derivatives: Report on W.P. No. 2009-02-06 Page No Research and Publications Varma‚ J R (2007) “Risk
Premium Risk Risk management Actuarial science