Pricing and hedging currency and stock index futures options in information-time /

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Bibliographic Details
Main Author: Wu, Ronghui
Format: Thesis Book
Language:English
Published: 1998.
Subjects:
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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