Research paper on the topic – An Empirical Test of Market Efficiency of Indian Index Options Market Using Black-Scholes Model and Dynamic Hedging Strategy

Dr. Debaditya Mohanti, Assistant Professor, MDI Murshidabad presented a research paper on the topic “An Empirical Test of Market Efficiency of Indian Index Options Market Using Black-Scholes Model and Dynamic Hedging Strategy” on 24th September 2021.

The purpose of the study is to provide evidence on the market efficiency of S&P CNX nifty index options traded on the National Stock Exchange (NSE) India, using Black-Scholes model and dynamic hedging strategy.

MDI Murshidabad encourages its faculty members to be thought leaders in their respective fields and as part of this endeavour this kind of faculty research seminar series being organized, where faculty members presents on cutting edge research ideas under guidance of Prof. (Dr.) Atmanand, Director MDI Murshidabad.