Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/20174
Title: Options pricing on Eurodollar and Euroyen futures.
Authors: Chong, Min Keong.
Chow, Gee Yeong.
Ho, Elizabeth.
Keywords: DRNTU::Business::Finance::Options
Issue Date: 1993
Abstract: There 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).
URI: http://hdl.handle.net/10356/20174
Rights: NANYANG TECHNOLOGICAL UNIVERSITY
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Theses

Files in This Item:
File Description SizeFormat 
ChongMinKeong93.pdf
  Restricted Access
9.97 MBAdobe PDFView/Open

Page view(s) 20

437
Updated on May 13, 2021

Download(s)

2
Updated on May 13, 2021

Google ScholarTM

Check

Items in DR-NTU are protected by copyright, with all rights reserved, unless otherwise indicated.