A study of applicability of the black and scholes option pricing model to stock call options traded in the SES
In February 1977, the Singapore Stock Exchange of Singapore introduced stock option trading for the first time. A total of ten option counters with a variety of strike prices and maturity dates were made available for trading. The options trading was well received in the first month, however, the mo...
| 主要な著者: | , , |
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| その他の著者: | |
| フォーマット: | 学位論文 |
| 言語: | English |
| 出版事項: |
2009
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| 主題: | |
| オンライン･アクセス: | http://hdl.handle.net/10356/20125 |