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Derivatives and Risk Management, 1st Edition
book

Derivatives and Risk Management, 1st Edition

by Sundaram Janakiramanan
May 2024
Intermediate to advanced content levelIntermediate to advanced
542 pages
27h 26m
English
Pearson India
Content preview from Derivatives and Risk Management, 1st Edition
410 Derivatives and Risk Management
C A S E S T U D Y
Akhil, the manager of Bharat Funds, has used the put–call arbitrage
to provide additional gains to the shareholders of the fund. Now,
he is not sure whether the options themselves are fairly priced. He
would like to earn pro ts by identifying the underpriced and over-
priced options so that he can make additional gains. He has identi-
 ed the Ni y index, Tata Steel, and State Bank of India options for
this purpose.
On September 1, the Ni y index is at 5,080. Since the Ni y
index has been trading in the range of 4,900 to 5,200 over the past
three years, he assumes that ...
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Publisher Resources

ISBN: 9781299447547Publisher Website