Alliance University, Bengaluru
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https://gnanaganga.inflibnet.ac.in:8443/jspui/handle/123456789/15358| Title: | Bank Nifty Option Price Analysis Using Option Greeks |
| Authors: | Rajath, HN Bushra, Momina |
| Keywords: | Bank Nifty Option Price Analysis Option Greeks|Risk Management Strategy Development Valuation |
| Issue Date: | 2023 |
| Publisher: | Alliance School of Business, Alliance University |
| Series/Report no.: | 2021MMBA07ASB272 |
| Abstract: | The background and significance of option Greeks lie in the field of options trading and risk management. Option Greeks are mathematical measurements used to understand and quantify the various factors that influence the price and behavior of options. They are derived from pricing models, such as the Black-Scholes-Merton model, and help traders and investors make informed decisions regarding options positions. |
| URI: | http://gnanaganga.inflibnet.ac.in:8080/jspui/handle/123456789/15358 |
| Appears in Collections: | Dissertations - Alliance School of Business |
Files in This Item:
| File | Size | Format | |
|---|---|---|---|
| 2021MMBA07ASB272.pdf Restricted Access | 1.98 MB | Adobe PDF | View/Open Request a copy |
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