abstract three essays on indian equity options market abhishek kumar fpm05 01 f are options performative has incited much interest but also some puzzlement and considerable confusion among researchers the ...
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...Abstract three essays on indian equity options market abhishek kumar fpm f are performative has incited much interest but also some puzzlement and considerable confusion among researchers the purpose of this thesis is to examine from focal point performativity economic significance with respect each state critical in economy sense that all states must be spanned by contingent claims attain full pareto efficiency ross a sufficient condition for true there individual who values wealth not satiated system should have ample opportunities trade price various kinds risks malkiel fama possibility writing option contracts opens up new spanning as only finite number marketed capital assets stocks bonds which referred primitives can infinitenumber or derivative may generate therefore competitive equilibrium absence complete markets simple power accomplish associated greater information production lower transaction costs financial leverage an short sale constraints bet volatility back mayhew sari...