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