by Wan Chi-Keung. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1997. / Includes bibliographical references (leaves 33-34). / TABLE OF CONTENTS / ABSTRACT --- p.ii / TABLE OF CONTENTS --- p.iii / LIST OF FIGURES --- p.iv / LIST OF TABLE --- p.v / ACKNOWLEDGEMENT --- p.vi / Chapter / Chapter I. --- INTRODUCTION --- p.1 / Chapter II. --- VOLATILITY SMILE --- p.4 / The Black- Scholes Model --- p.6 / The Implied Tree --- p.7 / The Implied Probability Distribution --- p.10 / Chapter III. --- LITERATURE REVIEW --- p.12 / Chapter IV. --- RECOVERING PROBABILITY DISTRIBUTIONS OF HSI --- p.18 / Shimko's Method --- p.19 / Data Selection --- p.22 / Probability Distributions of HSI --- p.23 / Chapter V. --- CONLUDING REMARKS --- p.27 / APPENDIX --- p.30 / BIBLIOGRAPHY --- p.33
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_321786 |
| Date | January 1997 |
| Contributors | Wan, Chi-Keung., Chinese University of Hong Kong Graduate School. Division of Business Administration. |
| Publisher | Chinese University of Hong Kong |
| Source Sets | The Chinese University of Hong Kong |
| Language | English |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, vi, 34 leaves : ill. ; 30 cm. |
| Coverage | 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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