Dspace @ IIM Kozhikode

Browsing by Subject "Options"

Browsing by Subject "Options"

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  • Harvard Business Review on Managing External Risk 
    Srinivasan, Shiva Kumar (Harvard Business School Publishing, 2009)
    What are the challenges of 'managing external risk?' This anthology of essays from the Harvard Business Review comprises contributions by a number of business academics,strategy consultants,and representatives of industry ...
  • Information Content of Option Implied Volatility : Evidence from the Indian Market 
    Kumar, S.S.S. (Decision, 2008-12)
    This paper attempts to investigate the information content of the implied volatility estimators and the historical volatility in forecasting future realized volatility. Implied volatility is computed from the Black-Scholes ...