Ministry of Education
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Prof Vineet Virmani

vidwan id: 102081
Male

Assistant Professor, Finance and Accounting
Indian Institute of Management Ahmedabad

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Expertise

  • Unani

Publications

Total Articles 9
Books 0
Proceedings 0

Publications

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Scopus

Citations 36
h-index 3

CrossRef

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Citations 39
h-index 4
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Bio

Personal Details

  • Male
  • Assistant Professor , Indian Institute of Management Ahmedabad
  • Indian Institute of Management, Ahmedabad, Gujarat
Ph.D
Other Institute 2005
Assistant Professor Jan 2011 – Present
Indian Institute of Management Ahmedabad | Finance and Accounting

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Co-Authors (4)

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Prof Jayanth R Varma

Indian Institute of Management Ahmedabad

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Scholarly Work

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Scholarly Publications

Python Stack for Design and Visualization in Financial Engineering

Open Access
Book Chapter
Year: 2024. Volume: 254 , Pages: 53-67 .
Authors: Varma J.R.;Virmani V.
DOI 10.1007/978-3-031-61037-0_2

Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach

Open Access
journal-article
Year: 2023. Volume: 43 , Issue: 11 , Pages: 1615-1644 .
Authors: Sudarshan Kumar;Sobhesh Kumar Agarwalla;Jayanth R. Varma;Vineet Virmani
DOI 10.1002/fut.22450
1 1

Term structure estimation with liquidity-adjusted Affine Nelson Siegel model: A nonlinear state space approach applied to the Indian bond market

Open Access
Article
Applied Economics. Year: 2022. Volume: 54 , Issue: 6 , Pages: 648-669 .
Authors: Kumar S.;Virmani V.
DOI 10.1080/00036846.2021.1967866
2 2

Rational repricing of risk during COVID-19: Evidence from Indian single stock options market

Open Access
Article
Year: 2021. Volume: 41 , Issue: 10 , Pages: 1498-1519 .
Authors: Agarwalla S.K.;Varma J.R.;Virmani V.
DOI 10.1002/fut.22240
8 6

The impact of COVID-19 on tail risk: Evidence from Nifty index options

Open Access
journal-article
Year: 2021. Volume: 204 .
Authors: Sobhesh Kumar Agarwalla;Jayanth R. Varma;Vineet Virmani
DOI 10.1016/j.econlet.2021.109878
15 16

Time Discount Rate of Forest-Dependent Communities: Evidence from Andhra Pradesh, India

Open Access
Article
Year: 2020. Volume: 45 , Issue: 4 , Pages: 193-206 .
Authors: Balakrishna S.;Virmani V.
DOI 10.1177/02560909211015460

Numeracy and Financial Literacy of Forest-dependent Communities

Open Access
Article
Year: 2019. Volume: 44 , Issue: 2 , Pages: 59-74 .
Authors: Balakrishna S.;Virmani V.
DOI 10.1177/0256090919862059
4 3

Computational finance using QuantLib-Python

Open Access
Article
Year: 2016. Volume: 18 , Issue: 2 , Pages: 78-88 .
Authors: Varma J.;Virmani V.
DOI 10.1109/MCSE.2016.28
4 3