3 Review(s)

Given the relatively nascent stage of Derivate Market in India and its crucial role in capital creation, it becomes imperative to address select issues that are faced by market participants in the developing stage of such markets. It is first book of its kind in Indian context on S&P CNX Nifty index options, is a sincere effort in this direction. Salient Features: Analysis of the problem using secondary as well as primary data. Detailing use of two most popular time series models, namely, GARCH and EGARCH models. Use of index futures market along with the options market to study the integration between the two markets.