IR @ Nirma University
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http://10.1.7.192:80/jspui/handle/123456789/10226| Title: | Equity Derivative Research of IOC, Marico and NCC |
| Other Titles: | The Money Roller |
| Authors: | Raghuwanshi, Varun |
| Keywords: | Summer Internship Project Summer Project Internship Project Report MBA Project Report Dissertation, IM Dissertation, MBA MBA – FT (2019-2021) Summer Project Report 2019 |
| Issue Date: | 18-Jul-2020 |
| Publisher: | Institute of Management, NU |
| Series/Report no.: | 191161; |
| Abstract: | The purpose of this project is to understand the derivative market and analyze the behavior of underlying of the few derivatives. For that the past ten years of data for the given companies is collected and analyzed. With this data the historical volatility and implied volatility for the stocks are calculated and analyzed. Then some predefined strategies are tested for the given derivative stocks. After that analysis of those strategies are done and on the basis of that a new concept for trading was built. Then the viability of that concept is tested and a strategy is built on that concept. The rules are formed for trading through that strategy. At the end the comparison among all the strategies is done. |
| Description: | Submitted to: Prof. Sanjay Jain |
| URI: | http://10.1.7.192:80/jspui/handle/123456789/10226 |
| Appears in Collections: | MBA - Summer Internship Report |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 191161_Varun Raghuwanshi_Prof. Sanjay Jain.pdf | 191161 | 1.59 MB | Adobe PDF |  View/Open |
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