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: | Lim, Seow Hwee, Ng, Lee Hong, Ong, Kwee Heok |
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Other Authors: | Nanyang Business School |
Format: | Final Year Project (FYP) |
Language: | English |
Published: |
2014
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Subjects: | |
Online Access: | http://hdl.handle.net/10356/55496 |
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