Is put-call parity valid in Singapore option market? /
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| Main Author: | |
|---|---|
| Format: | Thesis Book |
| Language: | English |
| Published: |
1996.
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| Subjects: | |
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| LEADER | 00819cam a2200253 a 4500 | ||
|---|---|---|---|
| 001 | u397191 | ||
| 003 | SIRSI | ||
| 008 | 960529s1996 si v 00 1 eng m | ||
| 035 | |a ACA-2948 | ||
| 040 | |a UMM | ||
| 043 | |a a-si--- | ||
| 090 | |a HG6024 |b S55Pan | ||
| 100 | 1 | 0 | |a Pang, Cheng Duan. |
| 245 | 1 | 0 | |a Is put-call parity valid in Singapore option market? / |c by Pang Cheng Duan. |
| 260 | |c 1996. | ||
| 300 | |a vii, 86 leaves : |b ill. ; |c 31 cm. | ||
| 502 | |a Dissertation (M.B.A.) -- National University of Singapore, 1996. | ||
| 504 | |a Bibliography: leaves 84-86. | ||
| 650 | 0 | |a Options (Finance) |z Singapore | |
| 650 | 0 | |a Stocks |x Prices |z Singapore. | |
| 650 | 0 | |a Stock exchanges |z Singapore. | |
| 948 | |a 29/05/1996 |b 06/06/2002 | ||
| 596 | |a 1 | ||
| 999 | |a HG6024 S55PAN |w LC |c 1 |i A505826879 |l STACKS |m P01UTAMA |r Y |s Y |t TESIS |u 13/9/1996 | ||