default author photo

Asad Ahmad

Maya Institute of Technology and Management

Dr.

SealaQui

Dehradun, Uttrakhand 248001

India

  • Maya Institute of Technology and Management

SCHOLARLY PAPERS

5

DOWNLOADS

63

TOTAL CITATIONS

0

Scholarly Papers (5)

Actions:
Email selected abstracts
1.

An Introduction to Mathematical Finance: Derivative Market in India

Journal of Graphic Era University, Vol. 1, pp. 75-78, 2009
Posted: 03 May 2011
Asad Ahmad
Maya Institute of Technology and Management
Downloads 63 (933,592)

Abstract:

Loading...

: Wiener process, Ito’s process, Ito’s lemma, Stochastic Differential Equation, Markov process

2.

Forecasting Performance of Various Volatility Models on Intra-Day Equity Price in Indian Stock Market

Indian Journal of Finance, 2012
Posted: 07 Jan 2012
Asad Ahmad
Maya Institute of Technology and Management

Abstract:

Loading...

Volatility forecasting, Conditional Variance, Symmetric and Asymmetric GARCH models, Error Statistics

3.

Numerical Solution of European Call Option with Dividends and Variable Volatility

International Journal of Engineering, Vol. 24, No. 2, pp. 189-202, June 2011
Posted: 05 Jan 2012
Asad Ahmad
Maya Institute of Technology and Management

Abstract:

Loading...

stochastic volatility, finite difference method, European call option, continuous dividends

4.

Numerical Solution of Pricing of European Put Option with Stochastic Volatility

International Journal of Engineering, Vol. 24, No. 2, pp. 189-203, 2011
Posted: 10 Oct 2011
Asad Ahmad
Maya Institute of Technology and Management

Abstract:

Loading...

European Option, Finite Difference Method, Stochastic Volatility, GARCH(1,1), Greeks

5.

A Mathematical Model for American Call Option with Dividends and Variable Volatility

Int. J. of Appl. Math. and Mech., Vol. 7, No. 17, pp. 46-60, 2011
Posted: 10 Oct 2011
Asad Ahmad
Maya Institute of Technology and Management

Abstract:

Loading...

Stochastic Volatility, Finite Difference Method, American Option, Continuous Dividends