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Search results for 'pricing of'

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  1. PDEs in Finance -I: Mathematics of the Black-Scholes-Merton PDE

    Authors: Virmani, Vineet;

    Reference No: F&A0492TEC Pages: 35 Published on: 9, February, 2012

    Abstract: This technical note lays out the necessary mathematics for understanding the Black-Scholes-Merton Partial Differential Equation. ... More

  2. Making Metro Rail Work in Developing Countries: Overcoming Ridership and Financial Management Challenges

    Authors: Chakrabarti, Sandip; Verma, Muskan;

    Reference No: CTL0006 Pages: 32 Published on: 19, May, 2025

    Abstract: Against the backdrop of India’s unprecedented investments in urban and regional rail-based mass transportation systems, this case introduces Ms. Anuradha Dey, the Managing Director (MD) of a major Metro Rail Corporation, who is leading a major metro rail construction program in a medium-sized city of India. Ms. Dey is ... More

  3. Probability in Finance - III: Mathematics of the Dupire Local Volatility Model

    Authors: Virmani; Vineet;

    Reference No: F&A0524TEC Pages: 16 Published on: 6, July, 2015

    Abstract: This note lays out the necessary background and essential mathematics for understanding the Dupire Local Volatility model in derivatives pricing. ... More

  4. Lakshmi Bags Industries

    Authors: Balakrishnan, K;

    Reference No: F&A0375 Pages: 15 Published on: 1, January, 1985

    Abstract: Describes how inefficiencies and/or fraudulent practices seem to exist in several areas?procurement, processing, inventory, pricing, sales, etc. A newly recruited young MBA is asked to look into the problem areas by one of the oner Vice Presidents. After a preliminary investigation, the MBA is wondering what to do. ... More

  5. New Madras Plastics Corporation

    Authors: Balakrishnan, K;

    Reference No: F&A0373 Pages: 12 Published on: 1, January, 1985

    Abstract: The accountant believes that one of the products, twenty- litre grease container, does not fetch a price adequate to cover its costs. With the anticipated fall in volume she expects the unit cost to rise even higher. The issue requires understanding of relevant costs, cost-volume- profit relationship and contribution- based ... More

  6. Mridula Ice Cream Parlour (A)

    Authors: Balakrishnan, K; Jaikumar, V;

    Reference No: F&A0315(A) Pages: 6 Published on: 1, January, 1978

    Abstract: A case in relevant costs and pricing, describing product costing under a full costing system. An accountant suggests improved basis for allocation of fixed/common costs. Relevance of product costs worked out under the old and revised systems can be scrutinized in the context of a price revision to improve ... More

  7. Petronate LNG Limited

    Authors: Pandey, Ajay;

    Reference No: F&A0470EX Pages: 27 Published on: 19, August, 2004

    Abstract: The case is written in the context of its IPO (Initial Public Offering). The case describes the contractual arrangement put in place by Petronet and its business environment. Petronet has been created by the Government of India as a joint venture/private sector entity to facilitate LNG imports in India. ... More

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