English
Related papers

Related papers: Indian Derivatives Market Evolution and Challenge

200 papers

Stock market investment have been an ideal form of investment for many years. Investing capitals smartly in stock market yields high profit returns. But there are many companies available in a market. Currently there are more than $345$…

Statistical Finance · Quantitative Finance 2023-01-12 Tashreef Muhammad , Tahsin Aziz , Mohammad Shafiul Alam

The price of electricity is far more volatile than that of other commodities normally noted for extreme volatility. Demand and supply are balanced on a knife-edge because electric power cannot be economically stored, end user demand is…

Condensed Matter · Physics 2009-11-07 Rafal Weron

Financial markets can be seen as complex systems in non-equilibrium steady state, one of whose most important properties is the distribution of price fluctuations. Recently, there have been assertions that this distribution is qualitatively…

Physics and Society · Physics 2008-12-02 Raj Kumar Pan , Sitabhra Sinha

Recent developments in the global liberalization of equity and currency markets, coupled to advances in trading technologies, are making markets increasingly interdependent. This increased fluidity raises questions about the stability of…

adap-org · Physics 2019-08-15 Tad Hogg , Bernardo A. Huberman , Michael Youssefmir

One of the principal statistical features characterizing the activity in financial markets is the distribution of fluctuations in market indicators such as the index. While the developed stock markets, e.g., the New York Stock Exchange…

Physics and Society · Physics 2008-12-02 Raj Kumar Pan , Sitabhra Sinha

To investigate the universal structure of interactions in financial dynamics, we analyze the cross-correlation matrix C of price returns of the Chinese stock market, in comparison with those of the American and Indian stock markets. As an…

Statistical Finance · Quantitative Finance 2012-02-03 J. Shen , B. Zheng

This paper examines quantile dependence between international stock markets and evaluates its use for improving volatility forecasting. First, we analyze quantile dependence and directional predictability between the US stock market and…

Statistical Finance · Quantitative Finance 2016-08-26 Heejoon Han

The question of pricing and hedging a given contingent claim has a unique solution in a complete market framework. When some incompleteness is introduced, the problem becomes however more difficult. Several approaches have been adopted in…

Probability · Mathematics 2007-08-08 Pauline Barrieu , Nicole El Karoui

High-value derivatives contracts require substantial legal protection and often utilise standardised legal documentation provided by the International Swaps and Derivatives Association (ISDA). Smart Derivatives Contracts aim to automate…

Computers and Society · Computer Science 2019-04-03 Christopher D. Clack , Ciaran McGonagle

Historical daily data for eleven years of the fifty constituent stocks of the NIFTY index traded on the National Stock Exchange have been analyzed to check for the stylized facts in the Indian market. It is observed that while some stylized…

Statistical Finance · Quantitative Finance 2024-05-29 Rituparna Sen , Manavthi S

From the stock markets of six countries with high GDP, we study the stock indices, S&P 500 (NYSE, USA), SSE Composite (SSE, China), Nikkei (TSE, Japan), DAX (FSE, Germany), FTSE 100 (LSE, Britain) and NIFTY (NSE, India). The daily mean…

General Finance · Quantitative Finance 2020-12-25 Abhin Kakkad , Harsh Vasoya , Arnab K. Ray

In this article, we combine replication pricing with expectation pricing for derivative trades that are partially collateralized by cash. The derivatives are replicated by underlying assets and cash, using repurchasing agreement (repo) and…

Pricing of Securities · Quantitative Finance 2013-02-05 Lixin Wu

Day Ahead Electricity Markets (DAMs) in India are thin but growing. Consistent price forecasts are important for their utilization in portfolio optimization models. Univariate or multivariate models with standard exogenous variables such as…

Applications · Statistics 2020-11-04 Sayani Gupta , Puneet Chitkara

We analyze the market quality of centralized crypto exchanges (CEXs) and decentralized blockchain-based venues (DEXs) using a unique and comprehensive dataset. Focusing on two fundamental aspects, transaction costs and deviations from the…

Trading and Market Microstructure · Quantitative Finance 2024-09-16 Andrea Barbon , Angelo Ranaldo

Decentralized exchanges are revolutionizing finance. With their ever-growing increase in popularity, a natural question that begs to be asked is: how efficient are these new markets? We find that nearly 30% of analyzed trades are executed…

Computational Engineering, Finance, and Science · Computer Science 2022-05-23 Jan Arvid Berg , Robin Fritsch , Lioba Heimbach , Roger Wattenhofer

In this paper we derive an effective equation for derivative pricing which accounts for the presence of virtual arbitrage opportunities and their elimination by the market. We model the arbitrage return by a stochastic process and find an…

Statistical Mechanics · Physics 2008-12-02 Kirill Ilinski , Alexander Stepanenko

Perpetual futures are the most popular cryptocurrency derivatives. Perpetuals offer leveraged exposure to their underlying without rollover or direct ownership. Unlike fixed-maturity futures, perpetuals are not guaranteed to converge to the…

Pricing of Securities · Quantitative Finance 2024-08-23 Songrun He , Asaf Manela , Omri Ross , Victor von Wachter

In recent years cryptocurrency trading has captured the attention of practitioners and academics. The volume of the exchange with standard currencies has known a dramatic increasing of late. This paper addresses to the need of models…

Computational Finance · Quantitative Finance 2020-02-18 Pablo Olivares

This article describes a case study concerned with modelling the price of wholesale diamonds, as part of a project to develop an online diamond auction platform. The work was extended to exploring how to develop an index that could be used…

Pricing of Securities · Quantitative Finance 2023-12-20 Nicholas I Fisher , Alan J Lee

We consider portfolio optimization in futures markets. We model the entire futures price curve at once as a solution of a stochastic partial differential equation. The agents objective is to maximize her utility from the final wealth when…

Portfolio Management · Quantitative Finance 2012-04-13 Fred Espen Benth , Jukka Lempa