Please use this identifier to cite or link to this item:
https://hdl.handle.net/10356/11504Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Tan, Hui Shan | en_US |
| dc.contributor.author | Yan, Pway Yin | en_US |
| dc.contributor.author | Ho, Yi Siong | en_US |
| dc.date.accessioned | 2008-09-24T07:55:54Z | |
| dc.date.available | 2008-09-24T07:55:54Z | |
| dc.date.copyright | 2001 | en_US |
| dc.date.issued | 2001 | |
| dc.identifier.uri | http://hdl.handle.net/10356/11504 | |
| dc.description.abstract | This paper looks into the distribution of the term structure of the implied volatility on foreign currency options. It investigates the types of volatility curve shifts involved and their magnitudes. Our study focuses on the implied volatilities of OTC currency options. | en_US |
| dc.rights | Nanyang Technological University | en_US |
| dc.subject | DRNTU::Business | en_US |
| dc.title | Investigation of the distribution and shifts in term structure of volatility | en_US |
| dc.type | Final Year Project (FYP) | en_US |
| dc.contributor.supervisor | Chong, Beng Soon | en_US |
| dc.contributor.school | College of Business (Nanyang Business School) | en_US |
| item.fulltext | With Fulltext | - |
| item.grantfulltext | restricted | - |
| Appears in Collections: | NBS Student Reports (FYP/IA/PA/PI) | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| NBS-REPORTS_794.pdf Restricted Access | 1.21 MB | Adobe PDF | View/Open |
Page view(s) 50
226
Updated on Jan 23, 2021
Download(s)
3
Updated on Jan 23, 2021
Google ScholarTM
Check
Items in DR-NTU are protected by copyright, with all rights reserved, unless otherwise indicated.