Forecasting implied volatility using historical information
Charnish Kumar
Forecasting implied volatility using historical information - Business Management - Ludhiana PAU 2008 - 29cm; 56l
The research projct was undertaken to estimate the implied volatility and check the accuracy level of the estimated implied volatility for three most traded indices of NSE namely, NIFTY50, CNX IT, nd BANK NIFTY for the period of December 2004, to November
OPTIONS(FINANCE)
DERIVATIVE SECURITIES OPTIONS(FINANCE) STOCK OPTIONS
T 332.678 C31F
Forecasting implied volatility using historical information - Business Management - Ludhiana PAU 2008 - 29cm; 56l
The research projct was undertaken to estimate the implied volatility and check the accuracy level of the estimated implied volatility for three most traded indices of NSE namely, NIFTY50, CNX IT, nd BANK NIFTY for the period of December 2004, to November
OPTIONS(FINANCE)
DERIVATIVE SECURITIES OPTIONS(FINANCE) STOCK OPTIONS
T 332.678 C31F