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A study of the implied volatility function evidence from Hang Seng Index options market in Hong Kong /

Thesis (M. Phil.)--University of Hong Kong, 2005. / Title proper from title frame. Also available in printed format.

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/63520077
Date January 2005
CreatorsShi, Qi,
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceClick to view the E-thesis via HKUTO

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