Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/9316
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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.date.accessioned2008-09-24T07:31:03Z-
dc.date.available2008-09-24T07:31:03Z-
dc.date.copyright2004en_US
dc.date.issued2004-
dc.identifier.urihttp://hdl.handle.net/10356/9316-
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
item.grantfulltextrestricted-
item.fulltextWith Fulltext-
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)
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