Pricing of options : an empirical study using Black-Scholes model

The options market in Singapore is still in its adolescence stage of development. The Stock Exchange of Singapore (SES) has just launched options trading in March, 1993. Trading had been slow initially. This can be attributed to the unfamiliarity of the market players to this new instrument. Sinc...

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Bibliographic Details
Main Authors: Cheong, Eric Chin Lee, Chew, Hoe Chye, Loh, Poh Ho
Other Authors: Keshab Man Shrestha
Format: Final Year Project
Language:English
Published: 2015
Subjects:
Online Access:http://hdl.handle.net/10356/63552
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