PRICING AND HEDGING CURRENCY AND STOCK INDEX FUTURES OPTIONS IN INFORMATION-TIME

PRICING AND HEDGING CURRENCY AND STOCK INDEX FUTURES OPTIONS IN INFORMATION-TIME

Master's

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Bibliographic Details
Main Author: WU RONGHUI
Other Authors: BUSINESS ADMINISTRATION
Format: Theses and Dissertations
Published: 2020
Subjects:
Stochastic Volatility
Jump
Hedging Error
Excess Profit
Mispricing Error
Time-Trend
Online Access:https://scholarbank.nus.edu.sg/handle/10635/180212
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Institution: National University of Singapore
id sg-nus-scholar.10635-180212
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spelling sg-nus-scholar.10635-1802122020-12-08T07:46:43Z PRICING AND HEDGING CURRENCY AND STOCK INDEX FUTURES OPTIONS IN INFORMATION-TIME WU RONGHUI BUSINESS ADMINISTRATION CHANG SHIH KANG Stochastic Volatility Jump Hedging Error Excess Profit Mispricing Error Time-Trend Master's MASTER OF SCIENCE (MANAGEMENT) 2020-10-26T07:31:02Z 2020-10-26T07:31:02Z 1999 Thesis WU RONGHUI (1999). PRICING AND HEDGING CURRENCY AND STOCK INDEX FUTURES OPTIONS IN INFORMATION-TIME. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/180212 CCK BATCHLOAD 20201023
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Stochastic Volatility
Jump
Hedging Error
Excess Profit
Mispricing Error
Time-Trend
spellingShingle Stochastic Volatility
Jump
Hedging Error
Excess Profit
Mispricing Error
Time-Trend
WU RONGHUI
PRICING AND HEDGING CURRENCY AND STOCK INDEX FUTURES OPTIONS IN INFORMATION-TIME
description Master's
author2 BUSINESS ADMINISTRATION
author_facet BUSINESS ADMINISTRATION
WU RONGHUI
format Theses and Dissertations
author WU RONGHUI
author_sort WU RONGHUI
title PRICING AND HEDGING CURRENCY AND STOCK INDEX FUTURES OPTIONS IN INFORMATION-TIME
title_short PRICING AND HEDGING CURRENCY AND STOCK INDEX FUTURES OPTIONS IN INFORMATION-TIME
title_full PRICING AND HEDGING CURRENCY AND STOCK INDEX FUTURES OPTIONS IN INFORMATION-TIME
title_fullStr PRICING AND HEDGING CURRENCY AND STOCK INDEX FUTURES OPTIONS IN INFORMATION-TIME
title_full_unstemmed PRICING AND HEDGING CURRENCY AND STOCK INDEX FUTURES OPTIONS IN INFORMATION-TIME
title_sort pricing and hedging currency and stock index futures options in information-time
publishDate 2020
url https://scholarbank.nus.edu.sg/handle/10635/180212
_version_ 1686109093027119104

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