Options pricing on Eurodollar and Euroyen futures.
There is little research on the applicability of options model to options traded in the Singapore International Monetary Exchange (SIMEX). A previous study by Wong (1989) on the application of option models to the pricing of options on Eurodollar, Deustchemark and Japanese Yen Futures was limited to...
| Main Authors: | , , |
|---|---|
| 其他作者: | |
| 格式: | Thesis |
| 語言: | English |
| 出版: |
2009
|
| 主題: | |
| 在線閱讀: | http://hdl.handle.net/10356/20174 |