Scribd Logo
Upload

Welcome to Scribd!

  • New Microsoft Office Excel Worksheet

    Uploaded by

    NancySingh
    3 views3 pages
    The document contains data on the closing price, volume, and turnover of ICICI Bank over a period of 6 days from February 2nd to February 9th. It includes the cash price and future price for each metric on each date. A line graph is also included comparing the daily cash and future prices for turnover of ICICI Bank over the same period.

    Original Description:

    financial derivatives project

    Copyright

    © © All Rights Reserved

    Available Formats

    XLSX, PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document
    The document contains data on the closing price, volume, and turnover of ICICI Bank over a period of 6 days from February 2nd to February 9th. It includes the cash price and future price for each metric on each date. A line graph is also included comparing the daily cash and future prices for turnover of ICICI Bank over the same period.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    3 views3 pages

    New Microsoft Office Excel Worksheet

    Uploaded by

    NancySingh
    The document contains data on the closing price, volume, and turnover of ICICI Bank over a period of 6 days from February 2nd to February 9th. It includes the cash price and future price for each metric on each date. A line graph is also included comparing the daily cash and future prices for turnover of ICICI Bank over the same period.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    of 3

    close price of ICICI bank

    Date
    cash Price
    future price
    2-Feb-15
    352.4
    357.55
    3-Feb-15
    347
    351.45
    4-Feb-15
    346
    349.4
    5-Feb-15
    335.15
    340.25
    6-Feb-15
    329.7
    334.45
    9-Feb-15
    322.1
    324.85
    correlation
    Err:508

    volume of ICICI bank


    Date
    cash Price
    future price
    2-Feb-15
    33787236
    263
    3-Feb-15
    23614228
    272
    4-Feb-15
    14217669
    299
    5-Feb-15
    17065308
    631
    6-Feb-15
    16192519
    633
    9-Feb-15
    13937170
    1186
    correlation
    Err:508

    Turnover of ICICI bank


    Date
    cash Price
    future price
    2-Feb-15
    119245.21
    1180.57
    3-Feb-15
    82490.25
    1207.15
    4-Feb-15
    48890.67
    1303.48
    5-Feb-15
    58049.6
    2717.24
    6-Feb-15
    54019.01
    2674.18
    9-Feb-15
    44887.86
    4844.65
    correlation
    Err:508

    Turnover ICICI bank


    140000
    120000
    100000
    80000
    60000
    40000
    20000
    0

    3-Feb-15
    5-Feb-15
    7-Feb-15
    9-Feb-15
    2-Feb-15
    4-Feb-15
    6-Feb-15
    8-Feb-15

    cash Price
    future price

    cash Price
    future price

    You might also like