Forecasting implied volatility using historical information

By:

Charnish Kumar

Material type: Text

TextPublication details: Ludhiana PAU 2008Edition: Business ManagementDescription: 29cm; 56lSubject(s):

DDC classification:

T 332.678 C31F

Summary: 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

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode
Theses/ Dissertation	Mohinder Singh Randhawa Library	T 332.678 C31F (Browse shelf(Opens below))	Not for loan		249746
Theses/ Dissertation	Mohinder Singh Randhawa Library	T 332.678 C31F (Browse shelf(Opens below))	Not for loan		249747

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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

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