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postgraduate thesis: A study of the implied volatility function: evidence from Hang Seng Index options market in Hong Kong

TitleA study of the implied volatility function: evidence from Hang Seng Index options market in Hong Kong
Authors
Advisors
Advisor(s):Chang, EC
Issue Date2005
PublisherThe University of Hong Kong (Pokfulam, Hong Kong)
Citation
Shi, Q. [施琦]. (2005). A study of the implied volatility function : evidence from Hang Seng Index options market in Hong Kong. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3160198
DegreeMaster of Philosophy
SubjectOptions (Finance) - China - Hong Kong.
Stocks - Prices - China - Hong Kong.
Hang Seng index futures.
Dept/ProgramBusiness

 

DC FieldValueLanguage
dc.contributor.advisorChang, EC-
dc.contributor.authorShi, Qi-
dc.contributor.author施琦-
dc.date.issued2005-
dc.identifier.citationShi, Q. [施琦]. (2005). A study of the implied volatility function : evidence from Hang Seng Index options market in Hong Kong. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3160198-
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/B31601984-
dc.subject.lcshOptions (Finance) - China - Hong Kong.-
dc.subject.lcshStocks - Prices - China - Hong Kong.-
dc.subject.lcshHang Seng index futures.-
dc.titleA study of the implied volatility function: evidence from Hang Seng Index options market in Hong Kong-
dc.typePG_Thesis-
dc.identifier.hkulb3160198-
dc.description.thesisnameMaster of Philosophy-
dc.description.thesislevelMaster-
dc.description.thesisdisciplineBusiness-
dc.description.naturepublished_or_final_version-
dc.description.natureabstract-
dc.identifier.doi10.5353/th_b3160198-
dc.date.hkucongregation2005-

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