Options pricing on Eurodollar and Euroyen futures.

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...

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Main Authors: Chong, Min Keong., Chow, Gee Yeong., Ho, Elizabeth.
Other Authors: Foo, See Liang
Format: Theses and Dissertations
Language:English
Published: 2009
Subjects:
DRNTU::Business::Finance::Options
Online Access:http://hdl.handle.net/10356/20174
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Institution: Nanyang Technological University
Language: English
id sg-ntu-dr.10356-20174
record_format dspace
spelling sg-ntu-dr.10356-201742024-01-12T10:08:47Z Options pricing on Eurodollar and Euroyen futures. Chong, Min Keong. Chow, Gee Yeong. Ho, Elizabeth. Foo, See Liang Nanyang Business School DRNTU::Business::Finance::Options 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 a relatively short trading period (December 1987 to June 1988 ) after the start of the options market. A later study by Tan (1991) was limited to only one contract (3 months). Master of Business Administration (Accountancy) 2009-12-14T08:26:57Z 2009-12-14T08:26:57Z 1993 1993 Thesis http://hdl.handle.net/10356/20174 en NANYANG TECHNOLOGICAL UNIVERSITY 110 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
Chong, Min Keong.
Chow, Gee Yeong.
Ho, Elizabeth.
Options pricing on Eurodollar and Euroyen futures.
description 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 a relatively short trading period (December 1987 to June 1988 ) after the start of the options market. A later study by Tan (1991) was limited to only one contract (3 months).
author2 Foo, See Liang
author_facet Foo, See Liang
Chong, Min Keong.
Chow, Gee Yeong.
Ho, Elizabeth.
format Theses and Dissertations
author Chong, Min Keong.
Chow, Gee Yeong.
Ho, Elizabeth.
author_sort Chong, Min Keong.
title Options pricing on Eurodollar and Euroyen futures.
title_short Options pricing on Eurodollar and Euroyen futures.
title_full Options pricing on Eurodollar and Euroyen futures.
title_fullStr Options pricing on Eurodollar and Euroyen futures.
title_full_unstemmed Options pricing on Eurodollar and Euroyen futures.
title_sort options pricing on eurodollar and euroyen futures.
publishDate 2009
url http://hdl.handle.net/10356/20174
_version_ 1789482877155540992

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