...A project report on STUDY OF DERIVATIVES IN INDIAN STOCK MARKET PERIOD (2009-2012) Submitted to _______________________________________________________ __________________________________________________________ Nashik In partial fulfillment of the Requirement of the award of the degree Of Master of Business Administration (MBA-Finance) By: __________________________________________________ Under The Guidance of Through The Coordinator Study Centre Code: _________ CERTIFICATE This is to certify that the project report entitled on “STUDY OF DERIVATIVES IN INDIAN STOCK MARKET PERIOD (2009-2012)” for the Academic Year 2010-2012 Submitted to the School of Commerce and Management, Yashwantrao Chavan Maharashtra Open University, Nashik in partial fulfillment of the requirement for the award of Degree of Master of Business Administration (MBA) is original work carried out by __________________________________________________ with PRN-2010017002887675 under my guidance. The matter embodied in this project is genuine work done by the student and has not been submitted to this University or any other University/Institute for the partial fulfillment of the required study. Date: Place: DECLARATION I, __________________________________________________, the student of MBA-Finance, completed project on “STUDY OF DERIVATIVES IN INDIAN STOCK MARKET” PERIOD (2009-2012), for the Academic Year 2010-2012. The information...
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...A project report on STUDY OF DERIVATIVES IN INDIAN STOCK MARKET PERIOD (2009-2012) Submitted to _______________________________________________________ __________________________________________________________ Nashik In partial fulfillment of the Requirement of the award of the degree Of Master of Business Administration (MBA-Finance) By: __________________________________________________ Under The Guidance of Through The Coordinator Study Centre Code: _________ CERTIFICATE This is to certify that the project report entitled on “STUDY OF DERIVATIVES IN INDIAN STOCK MARKET PERIOD (2009-2012)” for the Academic Year 2010-2012 Submitted to the School of Commerce and Management, Yashwantrao Chavan Maharashtra Open University, Nashik in partial fulfillment of the requirement for the award of Degree of Master of Business Administration (MBA) is original work carried out by __________________________________________________ with PRN-2010017002887675 under my guidance. The matter embodied in this project is genuine work done by the student and has not been submitted to this University or any other University/Institute for the partial fulfillment of the required study. Date: Place: DECLARATION I, __________________________________________________, the student of MBA-Finance, completed project on “STUDY OF DERIVATIVES IN INDIAN STOCK MARKET” PERIOD (2009-2012), for the Academic Year 2010-2012. The information provided in this project is...
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...PROGRAMME PROJECT PROPOSAL Submitted By:Name:- Triptasree Ghosh Enrollment No:- 10BSPHH010843 Mobile No:- 09674386032 E-mail Id:- triptasreeghosh03@gmail.com I. PROJECT PROPOSED: “IMPACT OF OPEN INTEREST ON EQUITY MARKET TRENDS” II. DESCRIPTION OF THE PROJECT IN BRIEF: This project has been initiated for the purpose of acquainting me with the basics of the financial terminologies used in the stock markets along with the in-depth knowledge on how derivatives work and the impact of open interest on options. One of the most important concepts of the Derivatives Market is ‘Open Interest’. Open Interest (OI) is the total number of outstanding futures/options contracts that are not closed or delivered on a particular day. The project is mainly based on the study of the open interest and how it affects the equity market trends. OI stands to be an useful indicator of the market trends. Increasing OI indicates increased flow of money and thus strengthening of present market trend. Decreasing OI indicates reduced money flow and thus weakening the current trend. Sudden increase or decrease in the open interest position indicates higher market volatility in the near future. This project is a detailed study of OI positions of NIFTY options. The main focus is on forming NIFTY Options Strategy for investors who want to play in the NIFTY options with minimal risk. I will dedicate the initial phase of the project in knowing how the stock market functions and how derivatives play...
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...The Financial Analyst, Treasury Finance - Risk Management and Reporting, supports Manulife's Treasury Finance Risk Management and Reporting function and will contribute in the preparation of financial and management accounting reports, risk policies compliance, trading and hedging monitoring/reporting. The incumbent will support the review and analysis of Treasury Finance initiatives relating to FX hedging activities, assist in liquidity risk management analytics and actively participate in Treasury projects. The incumbent will be liaising with Treasury Capital Project Management, Corporate Actuarial, Corporate and Investment Controllers, Derivatives Middle Office, Asset Liability Management, Variable Annuity Hedging, Treasury Operations, Corporate Tax, Corporate Law, Investments and Audit. Responsibilities: • Responsible for data gathering, data mining to support liquidity risk management analytics, including liquidity sensitivity analysis, assessment of stress testing scenarios, impact of different asset mix on liquidity, evaluation of collateral funding alternatives • Determine the impact of regulatory reforms on the company's collateral obligations and liquidity (Dodd Frank Act) • Support monthly and quarterly reporting associated with the Liquidity Risk Management Policy and FX Risk Policy • Contribute in the preparation of cash flow forecasts and FX exposure forecasts • Support the maintenance of the FX VaR model and FX model back-testing ...
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...The purpose of this report is to analyze and describe how a project manager works in his/her work environment. The methodology chosen was to interview an experienced project manager in a software company. First, the group drafted a set of questions divided into various categories: General information (manager, organization, and project), Planning, Leading, Organizing, and Controlling. These questions were sent to the manager in advance, so she could prepare herself to answer them. During the interview, the group members took turns to read the questions and to write down the answers. The manager was nice and polite and was able to answer all questions. At the end of the interview, she provided the Project Gantt Chart and the Project Closure Report to the group....
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...principles of economics pdm pt April 2013/15 telisha naidu - 760057 Professor Frederick Ahwireng-Obeng principles of economics pdm pt April 2013/15 telisha naidu - 760057 Professor Frederick Ahwireng-Obeng Table of Contents Introduction 2 Year 2011 at a glance 3-4 An overview of 2011 5 Year 2012 at a glance 6 An overview of 2012 7 Conclusion 8-10 References 11 Appendix 12 Introduction Individual Assignment: For a market or markets of your choice, keep track of the spot or share price fluctuations during a period of at least two years. Prepare a report of approximately 3000 words for each market discussing in detail the multiple forces responsible for the trend. Company: The JSE (Johannesburg Stock Exchange) This market is characterized as being a monopoly. Pure monopoly exists when a single firm is the sole producer of a product for which there are no close substitutes (Van Rensburg, 2012, pp 155-158). The JSE is the country’s only regulator of trading of financial instruments. It is also a listed entity and the regulator of the participants who trade in the different markets – further to the JSE playing a dual role as regulator and listed entity, the JSE also clears and settles all trades, this function is normally carried out by an independent Clearing Counter Party (CCP). In 2001, the JSE purchased the ‘South African Futures Exchange’ (SAFEX) making the JSE the sole owner of all the financial exchanges in South Africa. Further to this, in 2009...
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...A PROJECT REPORT ON “Analysis of derivative segment (Future & Options Market) of capital market” SUBMITTED BY: RAVINDER SINGH NEGI NRS/011304 In the partial fulfillment of the requirement as per THE INSTITUTE OF COST AND WORKS ACCOUTANT OF INDIA Institute of Cost and Works accountant of India Delhi Office 3, Institutional Area Lodhi Road, New Delhi - 110003 Phones: 011-24622156, 24521492 Fax: 011-43583642, 24622156, 24618645 DECLARATION I hereby declare that the Project report has been prepared by me during the year 2011. In partial fulfillment of the requirement for the award of the degree of Institute of Cost and Works Accountant of India (NIRC). Ravinder Singh Negi Place:--New Delhi Date:--...
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...MBA Program) COMPULSORY COURSES MBA-II Semester-IV Sub Name: - Comprehensive Project Report – Industry Defined Problem (CP-IDP) Sub Code: - 2830004 In addition to Major Specializations, there will be over sixty Sectorial / Industry Areas for Practical studies in which theoretical papers / books are not to be taught in regular classroom sessions, but the teachers and students are free to use any available books, publications and online material to understand and guide the students for various sectors. Ideally, a teacher should study and specialize in at least TWO Sectors, so four teachers can guide 60 students in a class. (Reference: Appendix 1: List of Sectorial Areas for Comprehensive Project study given in Sem III Syllabus). This report is similar to the Grand Project, which was the part of earlier syllabus. The Comprehensive Project Report is based on the research methodology and students have to prepare the research report by using appropriate scientific statistical research tools for preparation of the CP in consultation with the faculty guide. (Please also refer the Guidelines for CP in MBA Semester III, as the same Project Title continues in Semester IV). A student has to opt for any ONE of the Sectorial Areas and study it thoroughly. The students may undertake the CP based on the selection of an Industry Defined Problem (IDP), if possible for conducting his/her Project. The work of the CP report is divided in Semester -III and Semester -IV and students have to undertake...
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...Lockett, Roblee Page 1 of 48 6/3/2003 GENETIC ALGORITHM BASED DESIGN AND IMPLEMENTATION OF MULTIPLIERLESS TWODIMENSIONAL IMAGE FILTERS by Douglas J. Lockett and Christopher D. Roblee ********* Senior Capstone Design Project Submitted in partial fulfillment of the requirements for the degree of Bachelor of Science Department of Electrical and Computer Engineering Union College Steinmetz Hall Schenectady, New York 12308 U.S.A. Submitted May 30, 2003 Final Project Report Senior Capstone Design Project, Department of Electrical and Computer Engineering Union College, 2003. © 2003 Douglas Lockett, Christopher Roblee Lockett, Roblee Page 2 of 48 6/3/2003 Table of Contents: Abstract……………………………………………………………………………….3 1. Introduction…………………………………………………………………………..4 2. Theory of Multiplierless Arithmetic………………………………………………...5 3. Image Filters 3.1. Motivations for IIR vs. FIR……………………………………………………....7 3.2. Edge Detection …………………………………………………………………..8 3.3. Canny Edge Detection……………………………………………………………9 4. Genetic Algorithms 4.1. Motivations……………………………………………………………………...10 4.2. Basic Theory…………………………………………………………………….10 4.3. Description of the Designed Genetic Algorithm………………………………..13 4.3.1. Fitness Function Definition and Crossover Selection…………………...17 4.3.2. Magnitude Response and Relative Error………………………………...19 4.3.3. GA Parameters…………………………………………………………...19 5. Results 5.1. Magnitude Frequency Analysis ……………………………………………...…21 5.2. Spatial Analysis…………………………………………………………………24...
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...Chapter 1 The World of Project Management This chapter introduces the topic of project management. Projects are defined as temporary endeavors undertaken to create a unique product or service. The chapter points out that recent interest in project management is based on a recognition that many organizational tasks do not fit neatly into business-as-usual. The significant differences between project management and general management are overviewed. The three interrelated objectives of budget, schedule, and specifications are also introduced. In addition, two alternative project life cycles are presented and the importance of understanding this distinction is discussed. Also included in the chapter is a discussion of project selection including both non-numeric and numeric selection methods. The chapter concludes with a discussion of the aggregate project plan and an overview of the organization of the remainder of the text. Cases and Readings Some cases appropriate to the subject of this chapter are: Harvard: 9-688-040 Boeing 767: From Concept to Production (A); 9-688-041 (B) 9-888-519 Videotape. This 19 page best-selling case shows how a massive corporation manages the evolution of an enormously complex and risky project from conception to manufacture. The 1-page B case is a supplement update about whether Boeing needs to change the way they manage such projects. The video shows the assembly process of an airplane, compressing 10 weeks of work into ten...
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...The International Accounting Standards Board (IASB) has one main role; this main role is to promote the use of accounting standards and to bring convergence of international financial reporting standards and national accounting standards. Other roles IASB consist of develop drafts of International Financial Reporting Standards (IFRS) and to carry out tasks alongside with the International Financial Reporting Committee (IFRIC), where the IASB role is to approve the interpretations by the IFRIC. Australia has joined the revolution of accounting integration by the intention to adopt IFRS in 2003, with implementation required for reporting periods on or after 1 January 2005 (Nobes & Zeff, 2008). Intention of adopting IFRS is to embrace international harmonisation by having a single universal set of accounting rules and to optimize accounting quality reducing diversity in accounting practices and information asymmetries. Concurrently, many scholars has raised doubts and speculation of this ideology of accounting standardisation stirred up by the adoption of the controversial International Accounting Standards (IAS) 39 or in Australia, the Australian Accounting Standards Board (AASB) 139: Financial Instruments: Recognition and Measurement which has been subject to much criticism (Armstrong, Barth, Jagalinzer, & Riedl, 2008; Barth, Landsman, & Lang, 2006). Due to this uproar, the IASB has decided to review the standards for financial instruments formulating a new financial...
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... The rest of his group had left. One of the secretaries had stopped and talked for a while about her husband's enrollment in graduate school and had finally gone home. Bob, alone on the floor, slid a little farther down in his chair, looking with satisfaction at the results of the first computer simulation of the newest Millenium derivative. He liked to stay after the others had gone. His appointment as project head was still new enough to give him a deep sense of pleasure. His eyes were on the graphs before him, but in his mind, he could hear Dr. Alan Jerrold, the director of research, saying again, "There's one thing about this place you can bank on. The sky is the limit for a person who can produce!" Knowlton felt again the tingle of happiness and embarrassment. Well, dammit, he said to himself, he had produced. He wasn't kidding anybody. He had come to Simmons Securities two years ago. While testing some proposed derivatives, he had stumbled on the idea behind the Millenium family of derivatives, and the rest just happened. Jerrold had been enthusiastic: A separate project had been set up for further research and development of these derivatives, and he had gotten the job of managing it. The whole sequence of events still seemed a little miraculous to Knowlton. He shrugged out of the reverie and bent determinedly over the sheets of paper when he heard someone come into the room behind him. He looked up expectantly; Jerrold often stayed late himself and now and then dropped...
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...Actuaries makes no representation or warranty to the accuracy of the information. In addition, the discussion and examples presented in this paper are for educational purposes. They are not to be viewed as an authoritative statement by the Society of Actuaries or Ernst & Young LLP on the quality and/or appropriateness of an individual company’s practices or an indicator of “better” practice from one company relative to another. © 2013 Society of Actuaries, All Rights Reserved Acknowledgments We would like to acknowledge and thank a number of individuals who contributed to the success of this study: • Ronora Stryker and Jan Schuh from the Society of Actuaries for providing leadership and coordination The Project Oversight Group for guidance throughout this project: • Robert Baldwin • Mark Bergstrom • Jim Bridgeman • Joonghee Huh • Kathryn McCarthy (Chair) • James Norman • Jim Reiskytl • Doug Van Dam The companies that volunteered to be interviewed anonymously for this study Other members of the Ernst & Young team who contributed in various capacities: • Rob Barg • Zak Benjazia • Michael Chan • Cathy Fan • Tara Hansen • Graham Mackay • David Minches • Jordan Nadler • Xi Zhu • • • How Fair Value Measurement Changes Risk Management Behavior in the Insurance Industry 2 Table of Contents I. II. III. IV. IV.A. IV.B. IV.C. IV.D. IV.E. Executive...
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...from fixed rate system. Over years, these changes have transformed the foreign exchange market into the world’s biggest and most dynamic market today. The daily turnover of global FX market currently amounts to many trillions of dollars. The objective behind this entire project is to get the basic understanding about an Indian foreign exchange market, Forex Instruments available in India, its functioning, Forexregulators& players. Project has emphasis more on numerical data gathered through different reliable sources to comparing and analysis the performance so far by Indian foreign market with other countries and their currencies which holds a dominant position in the global foreign exchange market. As in the rest of the world, in India too, foreign exchange market is the largest financial market in existence. The phenomenon that has dramatically changed India’s foreign exchange market was liberalization of economy started during early 90′s. Indian foreign exchange market is persistent to grow and has shown an immense potential in recent years. During the final drafting phase of this project, I have been questioned about several other related points of Forex which are not included in this project of...
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...joint projects a.k.a convergence projects designed to improve both US Generally Accepted Accounting Principles (US GAAP) and International Financial Reporting Standards (IFRS), eliminate differences between them, and ultimately make the standards fully compatible. In 2010, to increase efficiency the boards decided to focus on the priority projects. Two of those projects, fair value measurement and statement of other comprehensive income, are poised for release. Now, the “big three” remain—financial instruments, revenue recognition, and leases. The IASB is also working to its monster project on insurance contracts, with the FASB closely engaged in the discussion. Therefore, bellow is the list of the active joint FASB/IASB projects according to current technical plan on the fasb.org website: - Accounting for Financial Instruments (Updated November 10, 2011): • Classification and Measurement (Updated November 10, 2011); • Impairment (Updated November10, 2011); • Hedging (Updated November 10, 2011). - Revenue Recognition (Exposure Draft issued November 14, 2011); - Leases (Updated November 15, 2011); - Balance Sheet – Offsetting (Updated August 15, 2011); - Consolidation: Policy and Procedures (Exposure Draft issued November 3, 2011 and updated November 23, 2011; - Investment Companies (Exposure Draft issued October 21, 2011 and updated November 20, 2011); - Insurance Contracts (Updated November 22, 2011). Also, a list of active and inactive joint FASB/IASB projects is...
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