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TESTING THE ACCURACY OF THE PRICE PREDICTION BY THE BLACK SCHOLES OPTION PRICING MODEL ON THE NIFTY 50 FOR THE PERIOD 2010 TO 2015

Sai Om Journal of Commerce & Management - International

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Title TESTING THE ACCURACY OF THE PRICE PREDICTION BY THE BLACK SCHOLES OPTION PRICING MODEL ON THE NIFTY 50 FOR THE PERIOD 2010 TO 2015
 
Creator Thakker, Hemal
Attarwala, Dr A.A
 
Subject price prediction, Options Market
 
Description This paper looks to study the accuracy of the price prediction by the Black Scholes Option pricing model on the Nifty 50 for the period 2010 to 2015. A considerable time has passed since the year 2000 when derivatives were introduced in Indian financial system. This paper attempts to check the usefulness of the binomial option pricing model on the most liquid trading instrument of the Indian derivative market: The CNX NIFTY 50 It aims to understand how the derivatives markets in India works, mainly focusing on the Nifty Options Market. It not only dwells into the theoretical fundamentals but also testing its efficiency. Although the Indian derivative market is still young, it has the international trend of continue expansion, because the multiple benefits offered by this category is a lesser known financial instruments: it helps managing foreign exchange risks, Flexibility, low trading costs, diversifying portfolio possibility and the placement strategies, and the list may continue.
 
Publisher Sai Om Publications
 
Contributor —
 
Date 2016-11-03
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier http://abhinavjournal.com/journal/index.php/ISSN-2347-7571/article/view/1203
 
Source Sai Om Journal of Commerce & Management: A Peer Reviewed International Journal (Online ISSN 2347–7571); Vol 3, No 11 (2016): Sai Om Journal of Commerce & Management: A Peer Reviewed International Journal (Online ISSN 2347–7571); 1-7
2347–7571
 
Language eng
 
Relation http://abhinavjournal.com/journal/index.php/ISSN-2347-7571/article/view/1203/889
 
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