This technical note provides a detailed description of a simple but effective modeling solution to mark and risk manage plain-vanilla options on dividend futures. We focus on equity indices, as dividend products for single stocks are less liquid and observable and we derive a simple pricing...

In these lectures' notes I would like to introduce forwards, futures and options, and to review some results on Black-Scholes-73 and Black-76 models for positive prices, and also on alternatives models for negative prices for option valuation of futures contracts.I will focus on the first model...

The study tries to practically use the widely taught Capital Asset Pricing Model (CAPM) model for making investment decisions on Bombay Stock Exchange (BSE) –500 Index. Using CAPM, the study tries to investigate whether securities on BSE 500 are over-valued, properly valued or under-valued....