Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/11504
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dc.contributor.authorTan, Hui Shanen_US
dc.contributor.authorYan, Pway Yinen_US
dc.contributor.authorHo, Yi Siongen_US
dc.date.accessioned2008-09-24T07:55:54Z
dc.date.available2008-09-24T07:55:54Z
dc.date.copyright2001en_US
dc.date.issued2001
dc.identifier.urihttp://hdl.handle.net/10356/11504
dc.description.abstractThis 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.rightsNanyang Technological Universityen_US
dc.subjectDRNTU::Businessen_US
dc.titleInvestigation of the distribution and shifts in term structure of volatilityen_US
dc.typeFinal Year Project (FYP)en_US
dc.contributor.supervisorChong, Beng Soonen_US
dc.contributor.schoolCollege of Business (Nanyang Business School)en_US
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Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)
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