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


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
Professor Chang, Eric Chieh   (Co-Investigator)
Duration
36
Start Date
1999-12-01
Completion Date
2002-11-30
Amount
50000
Conference Title
Presentation Title
Keywords
Hang Seng Index
Discipline
Others - Administrative, Business and Social Studies (Obsolete)
Sponsor
RGC General Research Fund (GRF)
HKU Project Code
HKBU 2036/97H
Grant Type
General Research Fund (GRF)
Funding Year
1999/2000
Status
Completed