Valuing the premium in Chinese stock markets using exchange options

Valuing the premium in Chinese stock markets using exchange options

Thesis (M.B.A.)--Massachusetts Institute of Technology, Sloan School of Management, 2008.

Bibliographic Details
Main Author:	Curley, Peter J. (Peter Joseph)
Other Authors:	Henry Birdseye Weil.
Format:	Thesis
Language:	eng
Published:	Massachusetts Institute of Technology 2009
Subjects:	Sloan School of Management.
Online Access:	http://hdl.handle.net/1721.1/44441

Similar Items

An estimation procedure for the pricing of put and call stock options.
by: St. Peter, John Treadwell.
Published: (2019)

The challenge for liquidity in small stock exchanges and trading portals : the case of the Belgian Stock Exchange
by: Goune, Steven E
Published: (2006)

Individual investors, social media and Chinese stock market : a correlation study
by: Wu, Yonghui, S.M. Sloan School of Management
Published: (2016)

Optimization models for foreign exchange rate hedging using currency options
by: Spitz, David Evan
Published: (2006)

A model of the put and call option market.
by: Wilbourn, David Straight
Published: (2011)

Special events and their impacts on stock markets
by: Lei, Li, S.M. Massachusetts Institute of Technology
Published: (2013)

Essays on risk and return in the stock market
by: Ledoit, Olivier Richard Henri
Published: (2005)

An empirical test of the perfect market model hypothesis: an analysis of the reaction of stock returns to quarterly earnings data.
by: Kozel, Peter Patrick.
Published: (2023)

Social exchange and valuations in the market for contemporary art
by: Riley, James Whitcomb.
Published: (2020)

Buffer stocks for stabilization of commodity markets: a dynamic study.
by: Popper, Jacques
Published: (2005)

Information visualization of the stock market ticks : toward a new trading interface
by: Roberts, Pasha, 1962-
Published: (2005)

Strategic safety stock placement in integrated production/distribution systems
by: Willems, Sean Peter
Published: (2005)

Financial distress, dealers' behavior and asset pricing in the foreign exchange market
by: Fourel, Valère (Valère Renaud Ernst)
Published: (2018)

Credit derivatives : market dimensions, correlation with equity and implied option volatility, regression modeling and statistical price risk
by: Kureshy, Imran, A., 1965-
Published: (2005)

Why Big 4 accounting firms did not dominant China's stock market as they did elsewhere
by: Zhang, Jinjian, S.M. Massachusetts Institute of Technology
Published: (2015)

A long march to capitalism : an overview of the modern legal frameworks of China's corporate structure and stock market
by: Yen, Chih-Chien, 1965-
Published: (2005)

Analysis of investment prospects for Chinese private equity firms in the U.S. market
by: Wang, Huifeng, S.M. Massachusetts Institute of Technology
Published: (2015)

Implications for IR&D decisions using options pricing theory
by: James, Brenton Wayne, et al.
Published: (2005)

Forecasting daily volatility of foreign exchange markets : a comparison of the ARCH model and a new model using high frequency data
by: Lai, Ye-Hsing
Published: (2005)

Analysis of China's education market and the entrepreneurial strategy of a Chinese education venture
by: Liu, Chengang, S.M. Sloan School of Management
Published: (2018)

Real options valuation of eBusiness
by: Tan, Enk Ee, 1968-
Published: (2005)

Feedback complexity and market adjustment : an experimental approach
by: Kampmann, Christian Peter Erik
Published: (2005)

Valuation of metal reserves under price uncertainty by using option pricing model
by: Yoo, Woosang
Published: (2005)

Some aspects of the optimal grouping of stocks
by: Lauprête, Geoffrey J. (Geoffrey Jean), 1972-
Published: (2007)

Social networks and institutions in transnational labor markets : the circular migration of Chinese and Indian engineers and professionals
by: Qin, Fei, Ph. D. Massachusetts Institute of Technology
Published: (2008)

Platform competition in the online video industry : a comparison between the United States and Chinese markets
by: Liu, Xin, S.M. Massachusetts Institute of Technology
Published: (2013)

Evaluating utility investment decisions : an options approach
by: Sawhill, James W. (James Winslow)
Published: (2005)

Investor sentiment and stock returns
by: Brookins, Benjamin David Lee
Published: (2014)

Essays on predictability of stock returns
by: Rytchkov, Oleg
Published: (2008)

Spatial market equilibrium for resistive electric networks
by: Kostiner, Barry J. (Barry Joseph)
Published: (2007)

A study of Japanese stock prices
by: Takahashi, Yutaka
Published: (2005)

LDC borrowing : growth oppurtunities, the option to repudiate and debt reschedulings
by: Sadeq, Sayeed
Published: (2005)

Business plan of starting up a viral web service bridging online video with e-commerce In Chinese market
by: Zhang, Zhenning, S.M. Massachusetts Institute of Technology
Published: (2015)

Essays on index premia and demand curves for stocks
by: Petäjistö, Antti, 1974-
Published: (2005)

Capacity allocation and safety stocks in manufacturing systems
by: Athaide, Christopher
Published: (2005)

An empirical analysis of employee stock ownership plans
by: Beatty, Annette L
Published: (2005)

On public debt and exchange rates
by: Goldfajn, Ilan
Published: (2005)

Political risk management and its implications in the presence of a buyout option
by: Sangsnit, Nalik Atibhag
Published: (2005)

An extended yield curve model for bond option pricing using a Jump/Garch-m forward rate process
by: Akita, Shigeyuki, et al.
Published: (2007)

A statistical analysis of the natural gas futures market : the interplay of sentiment, volatility and prices
by: Fazzio, Thomas J. (Thomas Joseph)
Published: (2010)