Straddle options to manage volatility risk and its valuation


Grant Data
Project Title
Straddle options to manage volatility risk and its valuation
Principal Investigator
Dr Zhang, Jin   (Principal investigator)
Co-Investigator(s)
Dr Ou Ernie Y.   (Co-Investigator)
Professor Brenner Menachem   (Co-Investigator)
Duration
42
Start Date
2001-07-01
Completion Date
2004-12-31
Amount
54154
Conference Title
Presentation Title
Keywords
Straddle, volatility risk, valuation
Discipline
Business and Management Studies (including Accounting) (Obsolete)
Sponsor
RGC General Research Fund (GRF)
HKU Project Code
HKU 1068/01H
Grant Type
General Research Fund (GRF)
Funding Year
2001/2002
Status
Completed