Page 186 - DCOM510_FINANCIAL_DERIVATIVES

Unit 11: Clearing and Settlement

Answers: Self Assessment Notes

1. National Securities Clearing Corporation Limited (NSCCL)
2. Self clearing members
3. Clearing

4. b. On daily settlement
5. c. Theoretical price
6. b. Closing price of the underlying asset
7. b. Closing price of the underlying
8. c. Automatic

9. a. In the money options contracts
10. a. Spot price of underlying asset

11.7 Further Readings

Books Derivatives Market NCFM Module. National Stock Exchange India Limited
Publications: Bombay: 2007.
Gupta S.L (2007). Financial Derivatives Prentice Hall. New Delhi.
Indian Stock Market Review. National Stock Exchange Publications.
Jaynath Rama Varma (2008). Derivatives and Risk Management. Tata McGraw
Hill Publications: New Delhi.

Online links http://derivativesindia.com

http://derivativesindia.com/scripts/glossary/index.aricles_e-articles
http://www.margrabe.com/Dictionary/derivatives/html
http://www.sebi.gov.in
http://www.nseindia.com/f&o

LOVELY PROFESSIONAL UNIVERSITY 181