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postgraduate thesis: Options pricing and risk measures under regime-switching models

TitleOptions pricing and risk measures under regime-switching models
Authors
Advisors
Advisor(s):Yang, H
Issue Date2011
PublisherThe University of Hong Kong (Pokfulam, Hong Kong)
Citation
Hao, F. [郝方程]. (2011). Options pricing and risk measures under regime-switching models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4714726
DegreeDoctor of Philosophy
SubjectStock options - Prices - Mathematical models.
Risk management - Mathematical models.
Dept/ProgramStatistics and Actuarial Science

 

DC FieldValueLanguage
dc.contributor.advisorYang, H-
dc.contributor.authorHao, Fangcheng.-
dc.contributor.author郝方程.-
dc.date.issued2011-
dc.identifier.citationHao, F. [郝方程]. (2011). Options pricing and risk measures under regime-switching models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4714726-
dc.languageeng-
dc.publisherThe University of Hong Kong (Pokfulam, Hong Kong)-
dc.relation.ispartofHKU Theses Online (HKUTO)-
dc.rightsThe author retains all proprietary rights, (such as patent rights) and the right to use in future works.-
dc.rightsCreative Commons: Attribution 3.0 Hong Kong License-
dc.source.urihttp://hub.hku.hk/bib/B4714726X-
dc.subject.lcshStock options - Prices - Mathematical models.-
dc.subject.lcshRisk management - Mathematical models.-
dc.titleOptions pricing and risk measures under regime-switching models-
dc.typePG_Thesis-
dc.identifier.hkulb4714726-
dc.description.thesisnameDoctor of Philosophy-
dc.description.thesislevelDoctoral-
dc.description.thesisdisciplineStatistics and Actuarial Science-
dc.description.naturepublished_or_final_version-
dc.identifier.doi10.5353/th_b4714726-
dc.date.hkucongregation2012-

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