Options pricing on Eurodollar and Euroyen futures.

There is little research on the applicability of options model to options traded in the Singapore International Monetary Exchange (SIMEX). A previous study by Wong (1989) on the application of option models to the pricing of options on Eurodollar, Deustchemark and Japanese Yen Futures was limited to...

Full description

Saved in:
Bibliographic Details
Main Authors: Chong, Min Keong., Chow, Gee Yeong., Ho, Elizabeth.
Other Authors: Foo, See Liang
Format: Theses and Dissertations
Language:English
Published: 2009
Subjects:
Online Access:http://hdl.handle.net/10356/20174
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Nanyang Technological University
Language: English