Mak Nga-sze. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2005. / Includes bibliographical references (leaves 45-46). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Purpose --- p.2 / Chapter 1.2 --- Flow of the study --- p.3 / Chapter 2 --- Review of Equity Linked Securities --- p.5 / Chapter 2.1 --- Backgrond of Equity Linked Securities in Hong Kong --- p.5 / Chapter 2.2 --- Differences of trading between listed and non-listed ELIs --- p.7 / Chapter 2.3 --- Non-listed ELIs --- p.9 / Chapter 2.3.1 --- Definition --- p.9 / Chapter 2.3.2 --- Variables specification --- p.11 / Chapter 2.3.3 --- Payoff possibilities --- p.13 / Chapter 3 --- Data --- p.17 / Chapter 3.1 --- Data sources --- p.17 / Chapter 3.2 --- Data treatment --- p.18 / Chapter 4 --- Methodology --- p.21 / Chapter 4.1 --- Volatility --- p.23 / Chapter 4.2 --- Implied volatility by CRR binomial Tree --- p.24 / Chapter 4.3 --- Historical volatility --- p.26 / Chapter 5 --- Estimation of Empirical Data --- p.28 / Chapter 5.1 --- Statistical results of the issuer's profit margin --- p.29 / Chapter 5.2 --- Empirical analysis of the profit margin trends --- p.31 / Chapter 5.2.1 --- Factor 1: Volatility --- p.34 / Chapter 5.2.2 --- Factor 2: Trading volume --- p.34 / Chapter 6 --- Conclusion --- p.37 / Chapter 6.1 --- Conclusion --- p.37 / Chapter 6.2 --- Extensions --- p.38 / Appendix --- p.40 / Chapter .1 --- "Tables of non-listed ELIs in Hong Kong, updated to January 31,2005" --- p.40 / Chapter .2 --- "Stock options in HKEx, lastest to June 2004" --- p.43 / Chapter .3 --- Histograms of the issuer's profit margins --- p.44 / References --- p.45
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_325289 |
| Date | January 2005 |
| Contributors | Mak, Nga-sze., Chinese University of Hong Kong Graduate School. Division of Statistics. |
| Source Sets | The Chinese University of Hong Kong |
| Language | English, Chinese |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, vi, 46 leaves : ill. ; 30 cm. |
| Coverage | China, Hong Kong, China, Hong Kong, China, Hong Kong |
| Rights | Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/) |
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