The Various – Daily Stock Recommendation Given by the various analysts and Stock Brokers are : Aksh Optifibre Ltd. -Daily Stock Recommendations 19-03-2010 Source Action Tip Period Target Price (Rs.) Anil Singhvi Buy, stop loss Rs 21.50 - 24.00 Ballarpur Industries Ltd. -Daily Stock Recommendations 19-03-2010 Source Action Tip Period … [Read more...]
Archives for March 2010
Nifty Levels for 19th March 2010
Please find the correct levels for nifty The Nifty Levels for 19th March 2010 are First Resistance = 5272 First Support =5230 Second Resistance =5288 Second Support =5204 Breakout above = 5314 Break down Below =5188 The above levels are for intraday only For Sure Shot pack and good Gains in Nifty Please visit Nifty Live Charts.com … [Read more...]
SABR Model : The Stochastic Volatility Models
The SABR model is widely used by practitioners in the financial industry, especially in the interest rates derivatives markets. A suitable characteristic of any local and stochastic volatility model is that the model can yield the same prices of the vanilla options that were applied as inputs to the calibration of the model. failure to do so will clearly cause the model not … [Read more...]
Risk Neutral Measure : Stochastic Volatility Models
In mathematical finance, a risk-neutral measure,is a probability measure that results when one assumes that the current value of all financial assets is equal to the expected value of the future payoff of the asset discounted at the risk-free rate. The concept is used in the pricing of derivatives. It is important to note that clearly the probabilities over asset outcomes in … [Read more...]
Heston Model in Stock Trading
Named after Steven Heston, the Heston model is a mathematical model describing the evolution of the volatility of an underlying asset. It is a stochastic volatility model: such a model assumes that the volatility of the asset is not constant, nor even deterministic, but follows a random process. The Heston Model is one of the most widely used stochastic volatility (SV) … [Read more...]