Empirical test on the put-call parity for the S&P 500 index options

115 p.

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Bibliographic Details
Main Author: Koh Wai Mun, Chin Szu Yi, Lee Kum Sun
Other Authors: Chen Lin
Format: Final Year Project
Published: 2014
Subjects:
Online Access:http://hdl.handle.net/10356/57736
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Institution: Nanyang Technological University
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