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

• 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
• Institution: Nanyang Technological University

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...