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postgraduate thesis: A study of the implied volatility function: evidence from Hang Seng Index options market in Hong Kong
| Title | A study of the implied volatility function: evidence from Hang Seng Index options market in Hong Kong |
|---|---|
| Authors | |
| Advisors | Advisor(s):Chang, EC |
| Issue Date | 2005 |
| Publisher | The 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 |
| Degree | Master of Philosophy |
| Subject | Options (Finance) - China - Hong Kong. Stocks - Prices - China - Hong Kong. Hang Seng index futures. |
| Dept/Program | Business |
| Persistent Identifier | http://hdl.handle.net/10722/40207 |
| HKU Library Item ID | b3160198 |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | Chang, EC | - |
| dc.contributor.author | Shi, Qi | - |
| dc.contributor.author | 施琦 | - |
| dc.date.issued | 2005 | - |
| dc.identifier.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 | - |
| dc.identifier.uri | http://hdl.handle.net/10722/40207 | - |
| dc.language | eng | - |
| dc.publisher | The University of Hong Kong (Pokfulam, Hong Kong) | - |
| dc.relation.ispartof | HKU Theses Online (HKUTO) | - |
| dc.rights | The author retains all proprietary rights, (such as patent rights) and the right to use in future works. | - |
| dc.rights | This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License. | - |
| dc.source.uri | http://hub.hku.hk/bib/B31601984 | - |
| dc.subject.lcsh | Options (Finance) - China - Hong Kong. | - |
| dc.subject.lcsh | Stocks - Prices - China - Hong Kong. | - |
| dc.subject.lcsh | Hang Seng index futures. | - |
| dc.title | A study of the implied volatility function: evidence from Hang Seng Index options market in Hong Kong | - |
| dc.type | PG_Thesis | - |
| dc.identifier.hkul | b3160198 | - |
| dc.description.thesisname | Master of Philosophy | - |
| dc.description.thesislevel | Master | - |
| dc.description.thesisdiscipline | Business | - |
| dc.description.nature | published_or_final_version | - |
| dc.description.nature | abstract | - |
| dc.identifier.doi | 10.5353/th_b3160198 | - |
| dc.date.hkucongregation | 2005 | - |
| dc.identifier.mmsid | 991013348639703414 | - |