Black-Scholes option pricing model and implied volatility : evidence from the Australian big four bank

Liang, Deric Shih Tyh. (1999). Black-Scholes option pricing model and implied volatility : evidence from the Australian big four bank Master's Thesis, School of Business, The University of Queensland.

       
Attached Files (Some files may be inaccessible until you login with your UQ eSpace credentials)
Name Description MIMEType Size Downloads
THE14675.pdf Full text Click to show the corresponding preview/stream application/pdf 4.62MB 2
Author Liang, Deric Shih Tyh.
Thesis Title Black-Scholes option pricing model and implied volatility : evidence from the Australian big four bank
School, Centre or Institute School of Business
Institution The University of Queensland
Publication date 1999
Thesis type Master's Thesis
Total pages 41
Language eng
Subjects 1503 Business and Management
Abstract/Summary No abstract available

Document type: Thesis
Collection: UQ Theses (non-RHD) - UQ staff and students only
 
Citation counts: Google Scholar Search Google Scholar
Access Statistics: 85 Abstract Views, 2 File Downloads  -  Detailed Statistics
Created: Wed, 29 Sep 2010, 17:18:05 EST by Muhammad Noman Ali on behalf of Social Sciences and Humanities Library Service