Modeling prices of risky assets.
This study seeks to examine the statistical distribution of risky asset prices in the US, Japan and Singapore. It is well known that many of the assumptions, including the log-normal distribution assumption of the asset prices, in the Black and Scholes (1973) model do not hold. Investigations are ca...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/9316 |