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. |
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其他作者: | Foo, See Liang |
格式: | Theses and Dissertations |
語言: | English |
出版: |
2009
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在線閱讀: | http://hdl.handle.net/10356/20174 |
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