Effectiveness of the black-scholes model on pricing Nikkei 225 index futures options.
This study aims to evaluate the effectiveness of the Black-Scholes model in pricing both call and put options on the Nikkei 225 Index futures. As there is an increased interest in the derivatives market in the recent years, we are motivated to find a model that can price options effectively. Data us...
| Autores principales: | , , |
|---|---|
| Otros Autores: | |
| Formato: | Final Year Project (FYP) |
| Lenguaje: | English |
| Publicado: |
2013
|
| Materias: | |
| Acceso en línea: | http://hdl.handle.net/10356/51812 |