Frequency: Quarterly E- ISSN: 2231-2641 P- ISSN: Abstracted/ Indexed in: Ulrich's International Periodical Directory, Google Scholar, SCIRUS, Genamics JournalSeek, getCITED, JOURNAL directory, EconBiz, EBSCO Information Services
Quarterly published in print and online "Inventi Rapid: Microfinance & Banking" publishes high quality unpublished as well as high impact pre-published research and reviews catering to the needs of researchers and professionals. The journal welcomes papers in all the areas of banking and finance with particular emphasis on alternative investments, banking efficiency, banking regulation, bank solvency and capital structure, behavioural finance, corporate finance, credit rating, empirical finance, financial applications of decision theory or game theory, financial economics, financial engineering, financial forecasting, financial risk management and analysis etc.
The currency exchanges rates volatility is the most examined and analyzed economic measures. The recent political change and demonetization effects had seen the currency fluctuations in economy. A number of models are developed to get the accurate estimate volatility such as Conditional Heteroskedastic models. The objective of the paper was to apply the GARCH model for checking the volatility of the currency, secondly to test the volatility and validity of the model and finally to predict and forecast the future exchange rates. The methodology applied for the study was analytical and descriptive along with econometric tools like Correlogram for stationarity and GARCH for volatility. The EURO, YEN, POUND and DOLLAR are stationary at first order of integration and AIC and BIC information criteria is taken for currencies to forecast the future values....
This work assumed that an insurer’s and a reinsurer’s surplus processes were approximated by Brownian motion with drift and the insurer can purchase proportional reinsurance from the reinsurer and tackled their optimal portfolio selection problem. It was further assumed that the risk reserves of the insurer and the reinsurer followed Brownian motion with drift. Both the insurer and the reinsurer were allowed to invest in one risky and one risk-free, assets. By solving the corresponding Hamilton-Jacobi-Bellman (HJB) equations Obtained the optimized values of the insurer and the reinsurer wealth, their optimal investments in the risky asset and the probability of survival by both of them. The discount value, ϕ, that would warrant reinsurance, according to the optimal reinsurance proportion chosen by the insurer was also calculated....
To find various modalities involved in strategic thinking involved in Option and Future Trading as a tool in Finance Management. The sole purpose is to reinvestigate the various models involved in it. The primary data used for the study in mainly the analytical view used by the researcher and secondary data is various forms available such as Research articles, Books, Company records etc. The whole study is an analytical report of researcher to suggest now model of option and future trading. Researcher found that all the future terminology is very much important to analyze the future contract trade in the future market. These terminologies are based on NSE cash segment and a certain margin in paid is future segment. Researcher concludes that Hedging is basically done in option market and Derivatives is the best tool for hedging the position or risk. Purchaser is called as a call option that always hopes to stock the prices for growing up the indices. Purchaser of put option always hopes that stock price will go down and Strike price and expiration period plays important role in hedging. Fund manager use basically use index option to hedge their position....
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