Empirical test of the black-scholes option pricing model on the Nikkei-225 futures options.
Author
Goh, Wee Liam.
Teng, Albert Ann Boon.
Date of Issue
1996School
College of Business (Nanyang Business School)
Abstract
Options provide investors with yet another means to manage their financial risks. Although the concept of options had its origins in ancient Greece and Rome, options trading was not widespread among the public until the introduction of exchange-traded options in the early 1970s which greatly enhanced their liquidity.
Subject
DRNTU::Business::Finance::Futures
Type
Thesis
Rights
NANYANG TECHNOLOGICAL UNIVERSITY
Collections