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An Analytical Study of Option Greeks on Derivative Markets in India

Kodwani, Devendra G. (2005). An Analytical Study of Option Greeks on Derivative Markets in India. In: Motamen-Samadian, Sima ed. Risk management in emerging markets. Centre for the Study of Emerging Markets. Basingstoke, UK: Palgrave Macmillan Ltd, pp. 17–34.

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Abstract

About the Book:
Each chapter of this book assesses the extent to which investors might be affected by specific risks of emerging markets, and how they can manage it. The studies include a range of different countries including India, Pakistan, Poland and Morocco, and provide interesting results that have important implications for pricing of securities and investor strategy.
Table of contents
Introduction; S.Motamen-Samadian * Risky Production and Hedging in Emerging Markets; O.Jokung * An Analytical Study of Option Greeks on Derivative Markets in India; D.G.Kodwani * Global Asset Allocation: Risk and Return on Emerging Stock Markets; M.Derrabi & M.Leseure * Informational Efficiency in Emerging Markets: A Case of Random Walk in the Karachi Stock Exchange; O.Gough & A.Malik * Insiders' Market Timing and Real Activity: Evidence from an Emerging Market; T.P.Winsiewski * Trading Risk Management: Practical Applications to Emerging Markets; M.A.M.Al Janabi * Value at Risk: Does it Work in Emerging Markets?; C.Yu, B.Davidson & M.Nurullah *

Item Type: Book Chapter
ISBN: 1-4039-9153-7, 978-1-4039-9153-9
Extra Information: Presented at the International Conference on Emerging Markets and Global Risk Management, London, UK, 10-12 Jun 2004; http://www.apforum.org/LONDON2004-CALL-FOR-PAPERS.doc
Academic Unit/Department: Open University Business School
Item ID: 1976
Depositing User: Users 12 not found.
Date Deposited: 13 Jun 2006
Last Modified: 02 Dec 2010 19:46
URI: http://oro.open.ac.uk/id/eprint/1976
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