Issue Date | Title | Sub-Title | Author(s) | Journal Name | Volume Number | Issue Number | Pages |
2012 | A study on VIX index and volatility trading and its applicability to Indian markets | - | Singh, Vaibhav ; Mohapatra, Sudeep | | | | 21p. |
2009 | Arbitrage and hedging strategies using derivatives in India | - | Sarda, Sumit ; Dugar, Vikas | | | | 27p. |
2012 | Basel III : Impact on the derivatives business | - | Murarka, Swati | | | | 18p. |
2010 | Challenges in pricing weather derivatives: A study | - | Sindhu, Anurag ; Upadhyaya, Rajat | | | | 42p. |
2009 | Empirical analysis and simulation of different option pricing models | - | Ladha, Anuj ; Mukherjee, Saptarshi | | | | 43p. |
2010 | Feasibility of introducing real estate derivatives in India | - | Kumar, Rakesh ; Padhi, Tamanna | | | | 69p. |
2010 | Inflation-indexed bonds and derivatives: A comparative study across nations | - | Iyer, Ashwin ; Mirchandani, Yakeen | | | | 33p. |
2012 | Modeling default patterns of entities as a point process | - | Baksi, Aritra ; Dey, Ritaban | | | | 14p. |
2011 | Modeling derivative instruments to hedge macro economic shocks | - | Priyaa, T Bharathi ; Ravuri, Shilpa | | | | 29p. |
2015 | Pricing of exotic energy derivatives | - | Bharadwaj, R Sriram ; Nishant | | | | 20p. |
2006 | Pricing of swing options in natural gas markets | - | Rao, Kapala Srinivasa | | | | 68p. |
2010 | Project-Automating derivatives variable analysis; Goldman Sachs | - | Gupta, Puneet | | | | 9p. |
2012 | Single stock futures in India | - | Varshney, Pratul ; Soni, Priyanka | | | | 28p. |
2015 | Study and implementation of Vasicek model | - | Dnyandev, Phegade Mayuresh ; Srihari, K S | | | | 6p. |
2011 | Volatility derivatives | - | Agnihotri, Kaustubh ; Swaroop, Sarthak | | | | 17p. |