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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| Format: | Others |
| Language: | English Chinese |
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2001
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| Online Access: | http://library.cuhk.edu.hk/record=b5890814 http://repository.lib.cuhk.edu.hk/en/item/cuhk-323552 |