Performance of strip option strategy on Indian capital market
نویسندگان
چکیده
منابع مشابه
the effect of metacognitive strategy instruction on efl learners reading comprehension performance and metacognitive awareness
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15 صفحه اولCapital requirements, the option surface, market, credit and liquidity risk
The Sato process model for option prices is expanded to accomodate credit considerations by incorporating a single jump to default occuring at an independent random time with a Weibull distribution. Explicit formulas, in this context, for the bid and ask prices of two price economies that price residual risks to levels of risk acceptability are then derived. Liquidity considerations are thereby...
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Indian Capital Market Recent Developments and Policy Issues
There are 22 stock exchanges in India, the first being the Bombay Stock Exchange (BSE), which began formal trading in 1875, making it one of the oldest in Asia. Over the last few years, there has been a rapid change in the Indian securities market, especially in the secondary market. Advanced technology and online-based transactions have modernized the stock exchanges. In terms of the number of...
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This paper examines the link between capital market governance (CMG) and several key measures of market performance. Using detailed data from individual stock exchanges, we develop a composite CMG index that captures three dimensions of security laws: the degree of earnings opacity, the enforcement of insider laws, and the effect of removing short-selling restrictions. We find that improvements...
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ژورنال
عنوان ژورنال: International Journal of Financial Services Management
سال: 2020
ISSN: 1460-6712,1741-8062
DOI: 10.1504/ijfsm.2020.110225