Explorando por Autor "Singhal, Rashmi"
Mostrando 1 - 1 de 1
- Resultados por página
- Opciones de ordenación
Ítem Acceso Abierto An Application of GARCH Models in Detecting Systematic Bias in Options Pricing and Determining Arbitrage in Options(Pontificia Universidad Católica del Perú. CENTRUM, 2012) Dash, Mihir; Dagha, Jay H.; Sharma, Pooja; Singhal, RashmiDerivatives have become widely accepted as tools for hedging and risk-management, as well as speculation to some extent. A more recent trend has been gaining ground, namely, arbitrage in derivatives.