Reference No: F&A0523TECPages: 20Published on: 6, July, 2015
Abstract: This technical note lays out the necessary background with examples for numeraire change applications in stochastic calculus. Four examples are presented with full workings, including:a) pricing of a call option, b) pricing of an exchange/Margrabe option, c) relationship between forward rates and expected spot rates and d) use ... More
Reference No: F&A0524TECPages: 16Published 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
Reference No: F&A0522Pages: 29Published on: 6, July, 2015
Abstract: This case provides an opportunity to discuss the design and implementation of a Public Private Partnership project. It describes the Delhi Airport Metro Express Line project from conception to completion and the subsequent dispute between the Public and Private partners leading to the Concession agreement going into arbitration. Students discuss ... More
Reference No: ECO0355TECPages: 25Published on: 6, July, 2015
Abstract: This note lays out the necessary workings for solving a baseline New-Keyneisan Dynamic Stochastic General Equilibrium model with monopolistic competition and nominal rigidities (via the Calvo staggered-price setting model).
... More
Reference No: OB0218Pages: 18Published on: 4, July, 2015
Abstract: The ‘CSIR-Tech: Facilitating lab to market journeys’ case is designed to teach students the strategic intricacies of an organizational network. The case also throws light on the formation and design of a collaborative inter-organizational network. CSIR, a premier R&D organization in India, was plagued with challenges in the commercialization ... More
Reference No: QM0276Pages: 38Published on: 1, July, 2015
Abstract: This case focuses on the issue of additional fleet acquisition by Ispaat Parivahan Limited (IPL) for its contract obligation fulfilment with Solid Steel Limited. As per contract, IPL was to transport overall 15,000 tons per month (tpm) till July 31, 2015 to the North and West. But IPL failed to uphold its part ... More
Reference No: P&IR0229Pages: 4Published on: 23, June, 2015
Abstract: The case describes the dilemma of Mr Mehta, Regional Head HR of AXZ, a large IT company in India. Mr Mehta had received an appeal from an employee Mr Rajesh Kumar who alleged that he was wrongly appraised by his manager Mr Yogesh Desai. Both Desai and Kumar have presented ... More
Reference No: BP0382Pages: 9Published on: 23, June, 2015
Abstract: This case presents the details of origin, strategy, and performance of Tata McGraw Hill Education Private Limited. It describes the initiatives of Mr. Shukla, Managing Director and Vice President, in maintaining the leadership of the company in a changing environment. The participants are required to assume the role of a ... More
