Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/20174
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dc.contributor.authorChong, Min Keong.en_US
dc.contributor.authorChow, Gee Yeong.en_US
dc.contributor.authorHo, Elizabeth.en_US
dc.date.accessioned2009-12-14T08:26:57Z-
dc.date.available2009-12-14T08:26:57Z-
dc.date.copyright1993en_US
dc.date.issued1993-
dc.identifier.urihttp://hdl.handle.net/10356/20174-
dc.description.abstractThere is little research on the applicability of options model to options traded in the Singapore International Monetary Exchange (SIMEX). A previous study by Wong (1989) on the application of option models to the pricing of options on Eurodollar, Deustchemark and Japanese Yen Futures was limited to a relatively short trading period (December 1987 to June 1988 ) after the start of the options market. A later study by Tan (1991) was limited to only one contract (3 months).en_US
dc.format.extent110 p.en_US
dc.language.isoen-
dc.rightsNANYANG TECHNOLOGICAL UNIVERSITYen_US
dc.subjectDRNTU::Business::Finance::Options-
dc.titleOptions pricing on Eurodollar and Euroyen futures.en_US
dc.typeThesisen_US
dc.contributor.supervisorFoo, See Liangen_US
dc.contributor.schoolCollege of Business (Nanyang Business School)en_US
dc.description.degreeMaster of Business Administration (Accountancy)en_US
item.grantfulltextrestricted-
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