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 |