Pricing and Hedging Emerging Market Derivatives: The Case of Hong Kong Derivative Warrants
Saved in:
Main Authors: | Chang, C. W., Chang, J. S. K, Lim, Kian Guan |
---|---|
Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2000
|
Subjects: | |
Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/2132 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Singapore Management University |
Language: | English |
Similar Items
-
New Zealand Derivative Warrants: Price Modelling in Thin Markets
by: LIM, Kian Guan, et al.
Published: (2000) -
The Valuation of Multiple Stock Warrants
by: Lim, Kian Guan, et al.
Published: (2003) -
A Field Theory Model for Pricing and Hedging Libor Derivatives
by: WARACHKA, Mitchell Craig, et al.
Published: (2007) -
Hedging with Volatility Futures
by: Kian Guan LIM,
Published: (2016) -
Warrants and their underlying stocks: Microstructure evidence from an emerging market
by: CHAROENWONG, Charlie, et al.
Published: (2018)