Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/59463
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dc.contributor.authorLim, Ngee Woon
dc.contributor.authorChua, Chi Boon
dc.contributor.authorTan, Kok Hian
dc.date.accessioned2014-05-06T11:59:41Z
dc.date.available2014-05-06T11:59:41Z
dc.date.copyright1995en_US
dc.date.issued1995
dc.identifier.urihttp://hdl.handle.net/10356/59463
dc.description.abstractWherever there are valuable assets to be traded, there are incentives to develop markets to organise that trade more efficiently. In modern societies the securities markets are usually among the best organised and virtually always the largest in terms of value of sales. The largest in terms of value of sales. The prices of such securities are typically very sensitive, responsive to all events, that cast light into the hazy future.en_US
dc.format.extent82 p.en_US
dc.language.isoenen_US
dc.rightsNanyang Technological University
dc.subjectDRNTU::Businessen_US
dc.titleA study of stochastic processes of asset pricingen_US
dc.typeFinal Year Project (FYP)en_US
dc.contributor.schoolNanyang Business Schoolen_US
dc.description.degreeBUSINESSen_US
dc.contributor.supervisor2Michael Tow Chuengen_US
item.grantfulltextrestricted-
item.fulltextWith Fulltext-
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)
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