Indian equity options: Smile, risk premiums, and efficiency

2018 ◽  
Vol 39 (2) ◽  
pp. 150-163 ◽  
Author(s):  
Sonali Jain ◽  
Jayanth R. Varma ◽  
Sobhesh Kumar Agarwalla
Keyword(s):  
Equity Options ◽  
Risk Premiums

Volatility Risk Premiums Embedded in Individual Equity Options

2003 ◽  
Vol 11 (1) ◽  
pp. 45-54 ◽  
Author(s):  
Gurdip Bakshi ◽  
Nikunj Kapadia
Keyword(s):  
Equity Options ◽  
Volatility Risk ◽  
Risk Premiums

Emerging Market Risk Premiums

CFA Magazine ◽  
2005 ◽  
Vol 16 (2) ◽  
pp. 38-39
Author(s):  
Cynthia Harrington
Keyword(s):  
Emerging Market ◽  
Market Risk ◽  
Risk Premiums

Estimating Risk Premiums of Individual Hedge Funds

CFA Digest ◽  
2006 ◽  
Vol 36 (4) ◽  
pp. 6-8
Author(s):  
Keith H. Black
Keyword(s):  
Hedge Funds ◽  
Risk Premiums
Sign in / Sign up

Export Citation Format

Share Document