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

• 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
• Institution: Nanyang Technological University

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...