Futures Trading and Volatility: A Case of S&P CNX Nifty Stocks and Stock Futures.
- Published in:
- ICFAI Journal of Derivatives Markets, 2007, v. 4, n. 4, p. 64
- By:
- Publication type:
- Article
Works matching IS 09729119 AND DT 2007 AND VI 4 AND IP 4
Results: 5
1
2
Maturity and Volume Effects on the Volatility: Evidences from NSE Nifty Futures.
- Published in:
- ICFAI Journal of Derivatives Markets, 2007, v. 4, n. 4, p. 44
- By:
- Publication type:
- Article
3
An Analysis of Relative Information Content of Volatility Measures of Stock Index in India.
- Published in:
- ICFAI Journal of Derivatives Markets, 2007, v. 4, n. 4, p. 35
- By:
- Publication type:
- Article
4
Pricing the SPI Futures Call Option Contract Using the Asay Model.
- Published in:
- ICFAI Journal of Derivatives Markets, 2007, v. 4, n. 4, p. 22
- By:
- Publication type:
- Article
5
A Two-Factor Black-Karasinski Sovereign Credit Default Swap Pricing Model.
- Published in:
- ICFAI Journal of Derivatives Markets, 2007, v. 4, n. 4, p. 6
- By:
- Publication type:
- Article