ISSN

2321-5763 (Online)
0976-495X (Print)


Author(s): Amit Garg

Email(s): agarg7192@gmail.com

DOI: 10.5958/2321-5763.2019.00047.7   

Address: Amit Garg*
Indian Statistical Institute, New Delhi – 110016
*Corresponding Author

Published In:   Volume - 10,      Issue - 4,     Year - 2019


ABSTRACT:
Options trading volume is increasing by the day and Black Scholes model is most widely used for options pricing. As a step towards checking efficiency of Black Scholes model in Indian market, this paper attempted to apply this model to calculate theoretical price of Nifty 50 call options and found that there is statistically significant difference between theoretical prices calculated and market prices of Nifty 50 call options.


Cite this article:
Amit Garg. Applicability of Black Scholes model on Nifty 50 call options. Asian Journal of Management. 2019; 10(4):319-320. doi: 10.5958/2321-5763.2019.00047.7

Cite(Electronic):
Amit Garg. Applicability of Black Scholes model on Nifty 50 call options. Asian Journal of Management. 2019; 10(4):319-320. doi: 10.5958/2321-5763.2019.00047.7   Available on: https://ajmjournal.com/AbstractView.aspx?PID=2019-10-4-5


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Asian Journal of Management (AJM) is an international, peer-reviewed journal, devoted to managerial sciences. The aim of AJM is to publish the relevant to applied management theory and practice...... Read more >>>

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DOI: 10.5958/2321-5763 



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