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dc.contributor.authorChen, Shiying.en_US
dc.contributor.authorToh, Ziyin.en_US
dc.contributor.authorYeo, Eunice Chai Hoon.en_US
dc.description.abstractThis study seeks to examine the statistical distribution of risky asset prices in the US, Japan and Singapore. It is well known that many of the assumptions, including the log-normal distribution assumption of the asset prices, in the Black and Scholes (1973) model do not hold. Investigations are carried out first to verify for a variety of asset classes, whether the Black-Scholes log-normal distribution of asset prices holds.en_US
dc.rightsNanyang Technological Universityen_US
dc.subjectDRNTU::Business::Finance::Mathematical finance-
dc.titleModeling prices of risky assets.en_US
dc.typeFinal Year Project (FYP)en_US
dc.contributor.supervisorCheang, Gerald Hock Lyeen_US
dc.contributor.schoolNanyang Business Schoolen_US
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Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)
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