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postgraduate thesis: The pricing of Hong Kong wattants: an empirical study of the performance of the Kassouf, Black-Scholes andconstant elasticity variance option pricing models

TitleThe pricing of Hong Kong wattants: an empirical study of the performance of the Kassouf, Black-Scholes andconstant elasticity variance option pricing models
Authors
Chow, Wai-keung.周煒強
Issue Date1993
PublisherThe University of Hong Kong (Pokfulam, Hong Kong)
Citation
Chow, W. [周煒強]. (1993). The pricing of Hong Kong wattants : an empirical study of the performance of the Kassouf, Black-Scholes and constant elasticity variance option pricing models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3197729
DegreeMaster of Social Sciences
SubjectStock warrants - Price.
Stock warrants - Mathematical models.
Dept/ProgramApplied Statistics
Persistent Identifierhttp://hdl.handle.net/10722/26192
HKU Library Item IDb3197729

 

DC FieldValueLanguage
dc.contributor.authorChow, Wai-keung.-
dc.contributor.author周煒強-
dc.date.issued1993-
dc.identifier.citationChow, W. [周煒強]. (1993). The pricing of Hong Kong wattants : an empirical study of the performance of the Kassouf, Black-Scholes and constant elasticity variance option pricing models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3197729-
dc.identifier.urihttp://hdl.handle.net/10722/26192-
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.rightsThis work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.-
dc.source.urihttp://hub.hku.hk/bib/B31977297-
dc.subject.lcshStock warrants - Price.-
dc.subject.lcshStock warrants - Mathematical models.-
dc.titleThe pricing of Hong Kong wattants: an empirical study of the performance of the Kassouf, Black-Scholes andconstant elasticity variance option pricing models-
dc.typePG_Thesis-
dc.identifier.hkulb3197729-
dc.description.thesisnameMaster of Social Sciences-
dc.description.thesislevelMaster-
dc.description.thesisdisciplineApplied Statistics-
dc.description.naturepublished_or_final_version-
dc.identifier.doi10.5353/th_b3197729-
dc.date.hkucongregation1993-
dc.identifier.mmsid991015489639703414-

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