An empirical analysis of hedge ratio: the case of Nikkei 225 options.

An empirical analysis of hedge ratio: the case of Nikkei 225 options.

Lam Suet-man. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2001. === Includes bibliographical references (leaves 111-117). === Abstracts in English and Chinese. === ACKNOWOLEDGMENTS --- p.iii === LIST OF TABLES --- p.iv === LIST OF ILLUSTRATIONS --- p.vi === CHAPTER === Chapter ONE ---...

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Bibliographic Details
Other Authors: Lam, Suet-man.
Format: Others
Language:English
Chinese
Published: 2001
Subjects:
Hedging (Finance) > Econometric models
Hedging (Finance) > Japan > Econometric models
Stock price indexes > Econometric models
Stock price indexes > Japan > Econometric models
Estimation theory
Nonparametric statistics
Online Access:http://library.cuhk.edu.hk/record=b5890814
http://repository.lib.cuhk.edu.hk/en/item/cuhk-323552

Internet

http://library.cuhk.edu.hk/record=b5890814
http://repository.lib.cuhk.edu.hk/en/item/cuhk-323552

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