An examination of the performance of some option pricing models on Hang Seng Index options and its risk monitoring implications

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Grant Data
Project Title
An examination of the performance of some option pricing models on Hang Seng Index options and its risk monitoring implications
Principal Investigator
Duration
36
Start Date
1999-12-01
Amount
50000
Conference Title
An examination of the performance of some option pricing models on Hang Seng Index options and its risk monitoring implications
Presentation Title
Keywords
Hang Seng Index
Discipline
Others - Administrative, Business and Social Studies (Obsolete)
HKU Project Code
HKBU 2036/97H
Grant Type
General Research Fund (GRF)
Funding Year
1999
Status
Completed