An empirical comparison of binomial tree models for SET 50 index options

An empirical comparison of binomial tree models for SET 50 index options

Thesis (M.Sc.)--Chulalongkorn University, 2009

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Bibliographic Details
Main Author: Nawarat Ek-karntrong
Other Authors: Khamron Mekchay
Format: Theses and Dissertations
Language:English
Published: Chulalongkorn University 2012
Subjects:
Risk management
Price indexes
Stocks
Online Access:http://cuir.car.chula.ac.th/handle/123456789/19092
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Institution: Chulalongkorn University
Language: English
Description
Summary:Thesis (M.Sc.)--Chulalongkorn University, 2009

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