Options pricing on the Philippine Stock Exchange Index (PSEI) and volatility trading for hedging and yield enhancement
This study shows the theoretical pricing of option premiums on the Philippine Stock Exchange Index (PSEi) using the Black-Scholes model. The objective of this study is to create an option chain for PSEi in order to offer investors an extremely useful, versatile and superior financial product that wi...
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| Format: | text |
| Language: | English |
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Animo Repository
2019
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| Online Access: | https://animorepository.dlsu.edu.ph/etd_masteral/7156 |
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