Forecasting implied volatility using historical information (Record no. 129112)
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000 -LEADER | |
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fixed length control field | 00775nam a2200193Ia 4500 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 170101s2008 xx 000 0 und d |
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | T 332.678 C31F |
100 ## - MAIN ENTRY--PERSONAL NAME | |
Personal name | Charnish Kumar |
245 #0 - TITLE STATEMENT | |
Title | Forecasting implied volatility using historical information |
250 ## - EDITION STATEMENT | |
Edition statement | Business Management |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Place of publication, distribution, etc. | Ludhiana |
Name of publisher, distributor, etc. | PAU |
Date of publication, distribution, etc. | 2008 |
300 ## - PHYSICAL DESCRIPTION | |
Extent | 29cm; 56l |
520 ## - SUMMARY, ETC. | |
Summary, etc. | 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 |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | OPTIONS(FINANCE) |
653 ## - INDEX TERM--UNCONTROLLED | |
Uncontrolled term | DERIVATIVE SECURITIES |
653 ## - INDEX TERM--UNCONTROLLED | |
Uncontrolled term | OPTIONS(FINANCE) |
653 ## - INDEX TERM--UNCONTROLLED | |
Uncontrolled term | STOCK OPTIONS |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Source of classification or shelving scheme | Dewey Decimal Classification |
Koha item type | Theses/ Dissertation |
Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Bill Date | Koha item type |
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Dewey Decimal Classification | Mohinder Singh Randhawa Library | Mohinder Singh Randhawa Library | 03/10/2008 | T 332.678 C31F | 249746 | 15/04/2017 | 15/04/2017 | Theses/ Dissertation | |||||
Dewey Decimal Classification | Mohinder Singh Randhawa Library | Mohinder Singh Randhawa Library | 03/10/2008 | T 332.678 C31F | 249747 | 15/04/2017 | 15/04/2017 | Theses/ Dissertation |