Modeling prices of risky assets.

• Main Authors: Chen, Shiying., Toh, Ziyin., Yeo, Eunice Chai Hoon.
• Other Authors: Cheang, Gerald Hock Lye
• Format: Final Year Project
• Published: 2008
• Subjects: DRNTU::Business::Finance::Mathematical finance
• Online Access: http://hdl.handle.net/10356/9316
• Institution: Nanyang Technological University

This study seeks to examine the statistical distribution of risky asset prices in the US, Japan and Singapore. It is well known that many of the assumptions, including the log-normal distribution assumption of the asset prices, in the Black and Scholes (1973) model do not hold. Investigations are ca...