Year of Award
2000
Degree Type
Thesis
Degree Name
Master of Philosophy (MPhil)
Department
Department of Finance and Decision Sciences.
Keywords
Mathematical models, Options (Finance), Prices
Language
English
Recommended Citation
Lee, Mou Chin, "An empirical test of variance gamma options pricing model on Hang Seng index options" (2000). Restricted Access Theses and Dissertations. 263.
https://repository.hkbu.edu.hk/etd_ra/263
Link to Abstract & Table of Contents
http://systems.lib.hkbu.edu.hk/cgi-bin/thesisab.pl?pdf=b16247127a.pdf
Copyright
The author retains all rights to this work. The author has signed an agreement granting HKBU a non-exclusive license to archive and distribute their thesis.
Comments
Thesis (M.Phil.)--Hong Kong Baptist University, 2000;Thesis submitted to the Dept. of Finance and Decision Sciences;Includes bibliographical references (leaves 130-150)