Empirical test on the put-call parity for the S&P 500 index options
115 p.
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2014
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| Online Access: | http://hdl.handle.net/10356/57736 |
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sg-ntu-dr.10356-577362023-05-19T05:45:01Z Empirical test on the put-call parity for the S&P 500 index options Koh Wai Mun, Chin Szu Yi, Lee Kum Sun Chen Lin Nanyang Business School DRNTU::Business 115 p. The objective of this study is to conduct an empirical test on the efficiency of the S&P 500 Index option traded on the Chicago Board of Exchange. BUSINESS 2014-04-07T10:58:05Z 2014-04-07T10:58:05Z 1997 1997 Final Year Project (FYP) http://hdl.handle.net/10356/57736 Nanyang Technological University application/pdf |
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Nanyang Technological University |
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NTU Library |
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Asia |
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Singapore Singapore |
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DRNTU::Business Koh Wai Mun, Chin Szu Yi, Lee Kum Sun Empirical test on the put-call parity for the S&P 500 index options |
| description |
115 p. |
| author2 |
Chen Lin |
| author_facet |
Chen Lin Koh Wai Mun, Chin Szu Yi, Lee Kum Sun |
| format |
Final Year Project |
| author |
Koh Wai Mun, Chin Szu Yi, Lee Kum Sun |
| author_sort |
Koh Wai Mun, Chin Szu Yi, Lee Kum Sun |
| title |
Empirical test on the put-call parity for the S&P 500 index options |
| title_short |
Empirical test on the put-call parity for the S&P 500 index options |
| title_full |
Empirical test on the put-call parity for the S&P 500 index options |
| title_fullStr |
Empirical test on the put-call parity for the S&P 500 index options |
| title_full_unstemmed |
Empirical test on the put-call parity for the S&P 500 index options |
| title_sort |
empirical test on the put-call parity for the s&p 500 index options |
| publishDate |
2014 |
| url |
http://hdl.handle.net/10356/57736 |
| _version_ |
1770563605293432832 |