A study of implied volatilities in the pricing of spot currency options, using data on the sterling pound from February to April 1988 /
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| 主要作者: | |
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| 格式: | Thesis 圖書 |
| 語言: | English |
| 出版: |
1989.
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| 001 | u94703 | ||
| 003 | SIRSI | ||
| 008 | 910704s1989 si v 00 1 eng m | ||
| 035 | |a AAK-3472 | ||
| 040 | |a UMM | ||
| 090 | |a HG6042 |b Teo | ||
| 100 | 1 | 0 | |a Teo, Wi Huang. |
| 245 | 1 | 2 | |a A study of implied volatilities in the pricing of spot currency options, using data on the sterling pound from February to April 1988 / |c by Teo Wi Huang. |
| 260 | 1 | |c 1989. | |
| 300 | |a v, 27 leaves : |c 29 cm. | ||
| 502 | |a Dissertation (M.B.A.) -- National University of Singapore, 1989. | ||
| 504 | |a Bibliography: leaf 27. | ||
| 650 | 0 | |a Options (Finance) |x Mathematical models. | |
| 650 | 0 | |a Foreign exchange. | |
| 948 | |a 13/08/1991 |b 05/09/2002 | ||
| 596 | |a 1 | ||
| 999 | |a HG6042 TEO |w LC |c 1 |i A010718548 |d 5/1/2000 |l STACKS |m P01UTAMA |n 2 |r Y |s Y |t TESIS |u 22/10/1991 | ||