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Asian Journal of Management
Year : 2017, Volume : 8, Issue : 3
First page : ( 599) Last page : ( 606)
Print ISSN : 0976-495X. Online ISSN : 2321-5763.
Article DOI : 10.5958/2321-5763.2017.00096.8

Testing the efficiency of financial derivative measurement model and risk management in the context of indian market

Dr. Sreenu Nenavath*

Assistant Professor Finance and Accounts, Department of Business Management, Indira Gandhi National Tribal University, (A Central University), Lalpur, Amarkantak, Anuppur (Dist), Madhya Pradesh-484887, India

*Corresponding Author E-mail: sri_cbm@yahoo.com

Online published on 22 September, 2017.

Abstract

Objective

The Research paper examines financial risk and test the efficiency of financial derivative Management Model is associated with Capital Markets and suitability of derivatives to manage these risks in Indian market.

Methods/Statistical analysis

The research study statistical presented and analysed that show option price increases as the market transitions from liquid to less liquid state. Other hand the study has focused on buying and selling activities, based on primary and secondary data from the Indian trading strategy, The research paper used the statically tools like Black-Scholes Models, economic model, Multivariate Analysis, t-test and Pearson correlation coefficient.

Findings

The Valuation of financial derivatives related to systematic and unsystematic risk remains an exposed difficult in Indian Capital Markets. This Research Paper found that the on the assessment of financial derivative risk system call and put option over selected market liquidity through the dynamic management of a portfolio of Capital assets Pricing Model. The present Research Paper investigated on Risk management from the majorly two perspectives: capital market and Derivatives.

Application/Improvements

The present research paper has presented a broad framework of valuation based on the ideal realization of a performance Financial Derivative Market relative to the set of all possible Security portfolios.

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Keywords

Financial risk, capital market, derivative, strategy and portfolios.

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