Pricing and hedging currency and stock index futures options in information-time /
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Main Author: | |
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Format: | Thesis Book |
Language: | English |
Published: |
1998.
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LEADER | 00883cam a2200241 a 4500 | ||
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001 | u443424 | ||
003 | SIRSI | ||
008 | 990816s1998 si v 00 1 eng m | ||
035 | |a ACH-7642 | ||
040 | |a UMM | ||
090 | |a HD31 |b NUS 1998 Wu | ||
100 | 1 | 0 | |a Wu, Ronghui. |
245 | 1 | 0 | |a Pricing and hedging currency and stock index futures options in information-time / |c Wu Ronghui. |
260 | |c 1998. | ||
300 | |a vii, 118 leaves : |b ill. ; |c 30 cm. | ||
502 | |a Dissertation (M.Sc.) -- National University of Singapore, 1998. | ||
504 | |a Bibliography: leaves 114-118. | ||
650 | 0 | |a Stock price forecasting |x Mathematical models. | |
650 | 0 | |a Stock index futures |x Statistical methods. | |
650 | 0 | |a Stock options |x Mathematical models. | |
948 | |a 16/08/1999 |b 19/04/2002 | ||
596 | |a 1 | ||
999 | |a HD31 NUS 1998 WU |w LC |c 1 |i A509001092 |l B_KOM4 |m P01UTAMA |r Y |s Y |t TESIS |u 31/7/2002 |o .PUBLIC. BKOM 4 : 43706 |