Business and Economics Journal

Department of Commerce, Periyar University, Salem, India

Publications

• Review Article   
  Analysis of Testing the Pricing Efficiency of Options Using Greeks and BSM in Nifty Index
  Author(s): D. Subalakshmi* and K. Prabhakar Rajkumar
  
  The invariable development of the financial market in the contemporary world encourages advancements in different forms of financial instruments. While derivative trading has become an important element of the stock market in recent years, the significant volatility of option pricing has resulted from the massive increase in stock market activity. A derivative is a type of financial product that attracts investors from all over the world. When two or more buyers/sellers have a contract whose value is based on a fundamental asset, each change in the value of the underlying has a corresponding change in the value of the derivative contract. For fair value pricing of options contracts, the Black-Scholes option model is often used. The pricing efficiency of options is investigated in this study by utilizing Greeks and Black-Scholes model values in the Nifty Index. This study aim of this s.. Read More»
  DOI: 10.37421/2151-6219.2022.13.412

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