A study of applicability of the black and scholes option pricing model to stock call options traded in the SES

A study of applicability of the black and scholes option pricing model to stock call options traded in the SES

In February 1977, the Singapore Stock Exchange of Singapore introduced stock option trading for the first time. A total of ten option counters with a variety of strike prices and maturity dates were made available for trading. The options trading was well received in the first month, however, the mo...

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Main Authors: Choo, Shou Pin, Pang, Chong, Wee, Hui Kan
Other Authors: Foo, See Liang
Format: Theses and Dissertations
Language:English
Published: 2009
Subjects:
DRNTU::Business::Finance::Options
Online Access:http://hdl.handle.net/10356/20125
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Institution: Nanyang Technological University
Language: English
id sg-ntu-dr.10356-20125
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spelling sg-ntu-dr.10356-201252024-01-12T10:14:42Z A study of applicability of the black and scholes option pricing model to stock call options traded in the SES Choo, Shou Pin Pang, Chong Wee, Hui Kan Foo, See Liang Nanyang Business School DRNTU::Business::Finance::Options In February 1977, the Singapore Stock Exchange of Singapore introduced stock option trading for the first time. A total of ten option counters with a variety of strike prices and maturity dates were made available for trading. The options trading was well received in the first month, however, the momentum could not be sustained and the turnover in call options trading dwindled and was discontinued in 1980. Ariff, Chan and Johnson conducted a detailed study of this failed market and put forward a few reasons to explain the failure of option trading in Singapore. It was only until 8 March 1993 that the Stock Exchange of Singapore re-introduced stock option trading with the listing of call and put options on SIA Foreign and Keppel Corporation. By June 1993, stock option trading in Singapore was extended to include call and put options of NatSteel and City Development. Master of Business Administration 2009-12-14T08:24:38Z 2009-12-14T08:24:38Z 1994 1994 Thesis http://hdl.handle.net/10356/20125 en Nanyang Technological University 138 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::Options
spellingShingle DRNTU::Business::Finance::Options
Choo, Shou Pin
Pang, Chong
Wee, Hui Kan
A study of applicability of the black and scholes option pricing model to stock call options traded in the SES
description In February 1977, the Singapore Stock Exchange of Singapore introduced stock option trading for the first time. A total of ten option counters with a variety of strike prices and maturity dates were made available for trading. The options trading was well received in the first month, however, the momentum could not be sustained and the turnover in call options trading dwindled and was discontinued in 1980. Ariff, Chan and Johnson conducted a detailed study of this failed market and put forward a few reasons to explain the failure of option trading in Singapore. It was only until 8 March 1993 that the Stock Exchange of Singapore re-introduced stock option trading with the listing of call and put options on SIA Foreign and Keppel Corporation. By June 1993, stock option trading in Singapore was extended to include call and put options of NatSteel and City Development.
author2 Foo, See Liang
author_facet Foo, See Liang
Choo, Shou Pin
Pang, Chong
Wee, Hui Kan
format Theses and Dissertations
author Choo, Shou Pin
Pang, Chong
Wee, Hui Kan
author_sort Choo, Shou Pin
title A study of applicability of the black and scholes option pricing model to stock call options traded in the SES
title_short A study of applicability of the black and scholes option pricing model to stock call options traded in the SES
title_full A study of applicability of the black and scholes option pricing model to stock call options traded in the SES
title_fullStr A study of applicability of the black and scholes option pricing model to stock call options traded in the SES
title_full_unstemmed A study of applicability of the black and scholes option pricing model to stock call options traded in the SES
title_sort study of applicability of the black and scholes option pricing model to stock call options traded in the ses
publishDate 2009
url http://hdl.handle.net/10356/20125
_version_ 1789482980395188224

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