Options, volatility and simulations.

Options, volatility and simulations.

by Veronica Ho Pui Kwan. === Thesis (M.Phil.)--Chinese University of Hong Kong, 1997. === Includes bibliographical references (leaves 99-103). === Prologue --- p.1 === Chapter Essay I: --- Examination of the GARCH Option Pricing Model in the case of Hang Seng Index Option === Chapter 1. --- Introd...

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Bibliographic Details
Other Authors: Ho, Veronica Pui Kwan.
Format: Others
Language:English
Published: 1997
Subjects:
Options (Finance) > Prices > Mathematical models
Options (Finance) > Prices > China > Hong Kong > Mathematical models
Stock options
Stock options > China > Hong Kong
Online Access:http://library.cuhk.edu.hk/record=b5889132
http://repository.lib.cuhk.edu.hk/en/item/cuhk-322699

Internet

http://library.cuhk.edu.hk/record=b5889132
http://repository.lib.cuhk.edu.hk/en/item/cuhk-322699

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