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|Title:||Risk minimization for Eurodollar futures contract trading : the case for SIMEX.||Authors:||Siew, Khin Wai.
Siew, Sin Yuen.
|Keywords:||DRNTU::Business::Finance::Futures||Issue Date:||2000||Abstract:||This research explores the SIMEX Futures Contract market to see if there are any possible risk premiums to be gained i.e. if a trading strategy could give an investor any positive returns from trading in the market.||URI:||http://hdl.handle.net/10356/8221||Rights:||Nanyang Technological University||Fulltext Permission:||restricted||Fulltext Availability:||With Fulltext|
|Appears in Collections:||NBS Student Reports (FYP/IA/PA/PI)|
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