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...

詳細記述

書誌詳細
主要な著者: Choo, Shou Pin, Pang, Chong, Wee, Hui Kan
その他の著者: Foo, See Liang
フォーマット: 学位論文
言語:English
出版事項: 2009
主題:
オンライン・アクセス:http://hdl.handle.net/10356/20125