Empirical test of the black-scholes option pricing model on the Nikkei-225 futures options.

Options provide investors with yet another means to manage their financial risks. Although the concept of options had its origins in ancient Greece and Rome, options trading was not widespread among the public until the introduction of exchange-traded options in the early 1970s which greatly enhance...

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Main Authors:	Goh, Wee Liam., Teng, Albert Ann Boon.
Other Authors:	Han, Kang Hong
Format:	Theses and Dissertations
Language:	English
Published:	2009
Subjects:	DRNTU::Business::Finance::Futures
Online Access:	http://hdl.handle.net/10356/20019
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	Nanyang Technological University
Language:	English

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spelling	sg-ntu-dr.10356-200192024-01-12T10:16:08Z Empirical test of the black-scholes option pricing model on the Nikkei-225 futures options. Goh, Wee Liam. Teng, Albert Ann Boon. Han, Kang Hong Nanyang Business School DRNTU::Business::Finance::Futures Options provide investors with yet another means to manage their financial risks. Although the concept of options had its origins in ancient Greece and Rome, options trading was not widespread among the public until the introduction of exchange-traded options in the early 1970s which greatly enhanced their liquidity. Master of Business Administration (Banking & Finance) 2009-12-14T08:01:38Z 2009-12-14T08:01:38Z 1996 1996 Thesis http://hdl.handle.net/10356/20019 en NANYANG TECHNOLOGICAL UNIVERSITY 55 p. application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
language	English
topic	DRNTU::Business::Finance::Futures
spellingShingle	DRNTU::Business::Finance::Futures Goh, Wee Liam. Teng, Albert Ann Boon. Empirical test of the black-scholes option pricing model on the Nikkei-225 futures options.
description	Options provide investors with yet another means to manage their financial risks. Although the concept of options had its origins in ancient Greece and Rome, options trading was not widespread among the public until the introduction of exchange-traded options in the early 1970s which greatly enhanced their liquidity.
author2	Han, Kang Hong
author_facet	Han, Kang Hong Goh, Wee Liam. Teng, Albert Ann Boon.
format	Theses and Dissertations
author	Goh, Wee Liam. Teng, Albert Ann Boon.
author_sort	Goh, Wee Liam.
title	Empirical test of the black-scholes option pricing model on the Nikkei-225 futures options.
title_short	Empirical test of the black-scholes option pricing model on the Nikkei-225 futures options.
title_full	Empirical test of the black-scholes option pricing model on the Nikkei-225 futures options.
title_fullStr	Empirical test of the black-scholes option pricing model on the Nikkei-225 futures options.
title_full_unstemmed	Empirical test of the black-scholes option pricing model on the Nikkei-225 futures options.
title_sort	empirical test of the black-scholes option pricing model on the nikkei-225 futures options.
publishDate	2009
url	http://hdl.handle.net/10356/20019
_version_	1789482999714152448

Empirical test of the black-scholes option pricing model on the Nikkei-225 futures options.

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