Am empirical test on option-pricing in Singapore
As the Singapore’s stock options market is still young, there had been few studies of the local options market. The objective of this study is to test the accuracy of the Black-Scholes Options Pricing Model.
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Language: | English |
| Published: |
2014
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/55496 |
| _version_ | 1811681649236115456 |
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| author | Lim, Seow Hwee Ng, Lee Hong Ong, Kwee Heok |
| author2 | Nanyang Business School |
| author_facet | Nanyang Business School Lim, Seow Hwee Ng, Lee Hong Ong, Kwee Heok |
| author_sort | Lim, Seow Hwee |
| collection | NTU |
| description | As the Singapore’s stock options market is still young, there had been few studies of the local options market. The objective of this study is to test the accuracy of the Black-Scholes Options Pricing Model. |
| first_indexed | 2024-10-01T03:44:18Z |
| format | Final Year Project (FYP) |
| id | ntu-10356/55496 |
| institution | Nanyang Technological University |
| language | English |
| last_indexed | 2024-10-01T03:44:18Z |
| publishDate | 2014 |
| record_format | dspace |
| spelling | ntu-10356/554962023-05-19T07:23:14Z Am empirical test on option-pricing in Singapore Lim, Seow Hwee Ng, Lee Hong Ong, Kwee Heok Nanyang Business School Tan How Joo DRNTU::Business::Accounting As the Singapore’s stock options market is still young, there had been few studies of the local options market. The objective of this study is to test the accuracy of the Black-Scholes Options Pricing Model. ACCOUNTANCY 2014-03-11T05:47:51Z 2014-03-11T05:47:51Z 1994 1994 Final Year Project (FYP) http://hdl.handle.net/10356/55496 en Nanyang Technological University 67 p. application/pdf |
| spellingShingle | DRNTU::Business::Accounting Lim, Seow Hwee Ng, Lee Hong Ong, Kwee Heok Am empirical test on option-pricing in Singapore |
| title | Am empirical test on option-pricing in Singapore |
| title_full | Am empirical test on option-pricing in Singapore |
| title_fullStr | Am empirical test on option-pricing in Singapore |
| title_full_unstemmed | Am empirical test on option-pricing in Singapore |
| title_short | Am empirical test on option-pricing in Singapore |
| title_sort | am empirical test on option pricing in singapore |
| topic | DRNTU::Business::Accounting |
| url | http://hdl.handle.net/10356/55496 |
| work_keys_str_mv | AT limseowhwee amempiricaltestonoptionpricinginsingapore AT ngleehong amempiricaltestonoptionpricinginsingapore AT ongkweeheok amempiricaltestonoptionpricinginsingapore |