Dr. Puja Agrawal has been contributing to the field of management
education for 12+ years both as full time faculty and visiting faculty. She
has completed PhD. from MNNIT Allahabad in the area of Financial
Derivatives on the thesis titled, “An assessment of pricing efficiency in
Indian Equity Options market: A study at NSE”. Before that she pursued
MBA (Finance) from Faculty of Management Studies, BHU. She has
presented papers in reputed conferences and has published several
research papers in National and International Journal. She has also
imparted training in corporate sector.
Teaching Interest: Financial Derivatives, Corporate Finance,
International Finance and Business Strategy
Nandan, T., & Agrawal, P. (2017). “Violations of Put-Call Parity for CNX
Nifty Index Options: A study at National Stock Exchange.” Global Business
and Economic Review, Inderscience Publishers. (Accepted)
Nandan, T., & Agrawal, P. (2017). “Test of Put Call Parity Relationship in
Stock Options at National Stock Exchange". International Journal of Applied
Business and Economic Research. (Accepted)
Nandan, T., & Agrawal, P. (2016). “Pricing Efficiency in CNX Nifty Index
Options using Black Scholes Model: A Comparative Study of Alternate
Volatility Measures.” Margin-The Journal of Applied Economic Research.
10(2). SAGE Publications.
Nandan, T., Agrawal, P., & Jindal S. (2015). “An Empirical Investigation
of Mispricing in Stock Futures at National Stock Exchange.” Indian Journal of
Finance. 9(9).
Nandan, T., Agrawal, P., & Bhargava, S. (2014). “Mispricing in CNX Nifty
Index Futures: An Empirical Investigation.” Asia Pacific Journal of
Management Research and Innovation 10 (4). SAGE Publications.
Nandan, T., & Agrawal, P. (2013). “Violation of Lower Boundary
Conditions of CNX Nifty Index Options: An Empirical Study.” Asia Pacific
Finance and Accounting Review, 1 (3).
