1. Shodhganga@INFLIBNET
  2. Jadavpur University
  3. Department of Economics
Please use this identifier to cite or link to this item: http://hdl.handle.net/10603/169024
Title: Indian stock market examination of validity of the Geometric Brownian Motion GBM model to stock price behaviour with particular emphasis on the Black Scholes option pricing model
Researcher: Guhathakurta, Kousik
Guide(s): Bhattacharya, Basabi and Roy Chowdhury, Asesh
Keywords: Black Scholes model
Capital market -- India
Econometric models
Economics and economic theory
Geometric Brownian Motion (GBM) model
Stock exchanges -- India
University: Jadavpur University
Completed Date: 2011
Abstract: None newline
Pagination: xvii, 297 p.
URI: http://hdl.handle.net/10603/169024
Appears in Departments:Department of Economics

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01_title.pdfAttached File3.27 kBAdobe PDFView/Open
02_certifficate.pdf3.78 kBAdobe PDFView/Open
03_acknowledgements.pdf9.97 kBAdobe PDFView/Open
04_table of contents.pdf12.74 kBAdobe PDFView/Open
05_list of tables.pdf6.83 kBAdobe PDFView/Open
06_list of figures.pdf18.31 kBAdobe PDFView/Open
07_list of abbreviations.pdf3.52 kBAdobe PDFView/Open
08_chapter 1.pdf183.91 kBAdobe PDFView/Open
09_chapter 2.pdf296.83 kBAdobe PDFView/Open
10_chapter 3.pdf460.85 kBAdobe PDFView/Open
11_chapter 4.pdf4.96 MBAdobe PDFView/Open
12_chapter 5.pdf1.24 MBAdobe PDFView/Open
13_chapter 6.pdf683.37 kBAdobe PDFView/Open
14_chapter 7.pdf4.97 MBAdobe PDFView/Open
15_chapter 8.pdf25.01 kBAdobe PDFView/Open
16_bibliography.pdf76.86 kBAdobe PDFView/Open
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