SIMEX Euroyen options : camparing its implied volatility to the actual volatility of its underlying futures contract /
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| Main Author: | |
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| Format: | Thesis Book |
| Language: | English |
| Published: |
1991.
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| LEADER | 00850cam a2200241 a 4500 | ||
|---|---|---|---|
| 001 | u321165 | ||
| 003 | SIRSI | ||
| 008 | 930603s1991 si v 00 1 eng m | ||
| 035 | |a ABO-1403 | ||
| 040 | |a UMM | ||
| 043 | |a a-si--- | ||
| 090 | |a HG6042 |b Cha | ||
| 100 | 1 | 0 | |a Chan, Chee Hui. |
| 245 | 1 | 0 | |a SIMEX Euroyen options : |b camparing its implied volatility to the actual volatility of its underlying futures contract / |c Chan Chee Hui. |
| 260 | |c 1991. | ||
| 300 | |a xiii, 118 leaves ; |c 30 cm. | ||
| 502 | |a Dissertation (M.B.A.) -- National University of Singapore, 1991. | ||
| 504 | |a Bibliography: leaves 117-118. | ||
| 650 | 0 | |a Options (Finance) |z Singapore. | |
| 650 | 0 | |a Foreign exchange futures |z Singapore. | |
| 948 | |a 03/06/1993 |b 03/09/2002 | ||
| 596 | |a 1 | ||
| 999 | |a F HG6042 CHA |w LC |c 1 |i A011247813 |d 14/7/1997 |l STACKS |m P01UTAMA |n 2 |r Y |s Y |t TESIS |u 25/6/1993 | ||