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Search: person:"Virmani, Vineet"
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Derivat
4
Derivative
4
India
4
Indien
4
Option pricing theory
4
Optionspreistheorie
4
Yield curve
4
Zinsstruktur
4
Börsenkurs
2
Clearing
2
Emerging economies
2
Ereignisstudie
2
Event study
2
Financial clearing
2
Open-source computing
2
Option trading
2
Optionsgeschäft
2
Risiko
2
Risikomanagement
2
Risk
2
Risk management
2
Schwellenländer
2
Share price
2
Sportmarketing
2
Sports marketing
2
State space model
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
Zustandsraummodell
2
risk management
2
1990-1996
1
Academic publishing
1
Access regulation
1
Ankündigungseffekt
1
Anlageverhalten
1
Announcement effect
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Behavioural finance
1
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Free
7
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Book / Working Paper
28
Article
11
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Arbeitspapier
9
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9
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9
Graue Literatur
9
Non-commercial literature
9
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English
28
Undetermined
9
German
1
Hungarian
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Author
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Virmani, Vineet
39
Sundar, B.
6
Varma, Jayanth Rama
5
Agarwalla, Sobhesh Kumar
3
Pingali, Viswanath
3
Jaikumar, Saravana
2
Kumar, Sudarshan
2
Varma, Jayanth R.
2
Bhanu, Aniket
1
Rohit, Kapoor
1
Saravana, Jaikumar
1
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Institution
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Economics, Indian Institute of Management
19
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IIMA Working Papers
19
Working paper / Indian Institute of Management, Ahmedabad
9
The Indian journal of economics
2
The journal of financial market infrastructures
2
Applied economics
1
Applied economics letters
1
Decision
1
Economics letters
1
Journal of Futures Markets
1
The Indian economic journal
1
The journal of futures markets
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RePEc
19
ECONIS (ZBW)
18
OLC EcoSci
1
Other ZBW resources
1
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1
Harvesting the volatility smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Saved in:
2
Term structure estimation with liquidity-adjusted Affine Nelson Siegel model : a nonlinear state space approach applied to the Indian bond market
Kumar, Sudarshan
;
Virmani, Vineet
- In:
Applied economics
54
(
2022
)
6
,
pp. 648-669
Persistent link: https://www.econbiz.de/10012874236
Saved in:
3
Construction of hypothetical scenarios for central counterparty stress tests using vine copulas
Bhanu, Aniket
;
Virmani, Vineet
- In:
The journal of financial market infrastructures
10
(
2022
)
4
,
pp. 29-53
Persistent link: https://www.econbiz.de/10014538750
Saved in:
4
The impact of COVID-19 on tail risk : evidence from Nifty index options
Agarwalla, Sobhesh Kumar
;
Varma, Jayanth Rama
;
Virmani, …
- In:
Economics letters
204
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607446
Saved in:
5
Choice of margin period of risk and netting for computing margins in central counterparty clearinghouses : a Monte Carlo investigation
Varma, Jayanth Rama
;
Virmani, Vineet
- In:
The journal of financial market infrastructures
10
(
2021
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10013530785
Saved in:
6
Rational repricing of risk during COVID‐19 : Evidence from Indian single stock options market
Agarwalla, Sobhesh Kumar
;
Varma, Jayanth R.
;
Virmani, Vineet
- In:
Journal of Futures Markets
41
(
2021
)
10
,
pp. 1498-1519
Persistent link: https://www.econbiz.de/10012632619
Saved in:
7
Shiny alternative for finance in the classroom
Varma, Jayanth Rama
;
Virmani, Vineet
-
2017
Persistent link: https://www.econbiz.de/10011638270
Saved in:
8
Open access temptations : buyer beware
Virmani, Vineet
-
2016
Persistent link: https://www.econbiz.de/10011471657
Saved in:
9
Derivatives pricing using QuantLib : an introduction
Varma, Jayanth Rama
;
Virmani, Vineet
-
2015
Persistent link: https://www.econbiz.de/10010510021
Saved in:
10
Are investors ethics agnostic?
Jaikumar, Saravana
;
Pingali, Viswanath
;
Virmani, Vineet
-
2015
Persistent link: https://www.econbiz.de/10010510035
Saved in:
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