000 00775nam a2200193Ia 4500
008 170101s2008 xx 000 0 und d
082 _aT 332.678 C31F
100 _aCharnish Kumar
245 0 _aForecasting implied volatility using historical information
250 _aBusiness Management
260 _aLudhiana
_bPAU
_c2008
300 _a29cm; 56l
520 _aThe 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 _aOPTIONS(FINANCE)
653 _aDERIVATIVE SECURITIES
653 _aOPTIONS(FINANCE)
653 _aSTOCK OPTIONS
942 _2ddc
_cT
999 _c129112
_d129112