A closed-form option pricing model on co-integrated assets with stochastic volatilities.

Statistical analysis of equity-linked instruments.

January 2005

Mak Nga-sze.Thesis (M.Phil.)--Chinese University of Hong Kong, 2005.Includes bibliographical referen...

Trade balance, exchange rates and Asian financial crisis.

January 1999

Lam Man Ling.Thesis (M.Phil.)--Chinese University of Hong Kong, 1999.Includes bibliographical refere...

Models for major exchange rates: estimation and forecasting.

January 1999

by Hou Ka Chun.Thesis (M.Phil.)--Chinese University of Hong Kong, 1999.Includes bibliographical refe...

Quanto options under double exponential jump diffusion.

January 2007

Lau, Ka Yung.Thesis (M.Phil.)--Chinese University of Hong Kong, 2007.Includes bibliographical refere...

On tracking a deterministic growth.

January 2003

Zhang Li.Thesis (M.Phil.)--Chinese University of Hong Kong, 2003.Includes bibliographical references...

Some extensions of portfolio selection under a minimax rule.

January 2002

Nie Xiaofeng.Thesis (M.Phil.)--Chinese University of Hong Kong, 2002.Includes bibliographical refere...

Fed fund target model in presence of unspanned stochastic volatility.

January 2008

Lai, Kwok Tung.Thesis (M.Phil.)--Chinese University of Hong Kong, 2008.Includes bibliographical refe...

Modeling and forecasting Hong Kong stock market return.

January 1999

by Wong Hiu Ming.Thesis (M.Phil.)--Chinese University of Hong Kong, 1999.Includes bibliographical re...

Estimation of value at risk using parametric regression techniques.

January 2003

Chan Wing-Man.Thesis (M.Phil.)--Chinese University of Hong Kong, 2003.Includes bibliographical refer...

A numerical solution for solving ruin probability of the classical model with two classes of correlated claims.

January 2008

Cheung, Oi Lam Eunice.Thesis (M.Phil.)--Chinese University of Hong Kong, 2008.Includes bibliographic...

Estimation of the precision matrix in the inverse Wishart distribution.

January 1999

Leung Kit Ying.Thesis (M.Phil.)--Chinese University of Hong Kong, 1999.Includes bibliographical refe...

Statistical analysis of value-at-risk (VaR).

January 2008

Sit, Tony.Thesis (M.Phil.)--Chinese University of Hong Kong, 2008.Includes bibliographical reference...

An empirical analysis of hedge ratio: the case of Nikkei 225 options.

January 2001

Lam Suet-man.Thesis (M.Phil.)--Chinese University of Hong Kong, 2001.Includes bibliographical refere...

Online banking investment decision with real option pricing analysis.

January 2001

Chu Chun-fai, Carlin.Thesis (M.Phil.)--Chinese University of Hong Kong, 2001.Includes bibliographica...

Empirical comparative study of interest rates using the multivariate threshold time series model.

January 2007

Lai, Ka Lun.Thesis (M.Phil.)--Chinese University of Hong Kong, 2007.Includes bibliographical referen...

Statistical analysis of equity-linked instruments.

January 2005

Mak Nga-sze.Thesis (M.Phil.)--Chinese University of Hong Kong, 2005.Includes bibliographical referen...

Trade balance, exchange rates and Asian financial crisis.

January 1999

Lam Man Ling.Thesis (M.Phil.)--Chinese University of Hong Kong, 1999.Includes bibliographical refere...

Models for major exchange rates: estimation and forecasting.

January 1999

by Hou Ka Chun.Thesis (M.Phil.)--Chinese University of Hong Kong, 1999.Includes bibliographical refe...

Quanto options under double exponential jump diffusion.

January 2007

Lau, Ka Yung.Thesis (M.Phil.)--Chinese University of Hong Kong, 2007.Includes bibliographical refere...

On tracking a deterministic growth.

January 2003

Zhang Li.Thesis (M.Phil.)--Chinese University of Hong Kong, 2003.Includes bibliographical references...

Some extensions of portfolio selection under a minimax rule.

January 2002

Nie Xiaofeng.Thesis (M.Phil.)--Chinese University of Hong Kong, 2002.Includes bibliographical refere...

Fed fund target model in presence of unspanned stochastic volatility.

January 2008

Lai, Kwok Tung.Thesis (M.Phil.)--Chinese University of Hong Kong, 2008.Includes bibliographical refe...

Modeling and forecasting Hong Kong stock market return.

January 1999

by Wong Hiu Ming.Thesis (M.Phil.)--Chinese University of Hong Kong, 1999.Includes bibliographical re...

Estimation of value at risk using parametric regression techniques.

January 2003

Chan Wing-Man.Thesis (M.Phil.)--Chinese University of Hong Kong, 2003.Includes bibliographical refer...

A numerical solution for solving ruin probability of the classical model with two classes of correlated claims.

January 2008

Cheung, Oi Lam Eunice.Thesis (M.Phil.)--Chinese University of Hong Kong, 2008.Includes bibliographic...

Estimation of the precision matrix in the inverse Wishart distribution.

January 1999

Leung Kit Ying.Thesis (M.Phil.)--Chinese University of Hong Kong, 1999.Includes bibliographical refe...

Statistical analysis of value-at-risk (VaR).

January 2008

Sit, Tony.Thesis (M.Phil.)--Chinese University of Hong Kong, 2008.Includes bibliographical reference...

An empirical analysis of hedge ratio: the case of Nikkei 225 options.

January 2001

Lam Suet-man.Thesis (M.Phil.)--Chinese University of Hong Kong, 2001.Includes bibliographical refere...

Online banking investment decision with real option pricing analysis.

January 2001

Chu Chun-fai, Carlin.Thesis (M.Phil.)--Chinese University of Hong Kong, 2001.Includes bibliographica...

Empirical comparative study of interest rates using the multivariate threshold time series model.

January 2007

Lai, Ka Lun.Thesis (M.Phil.)--Chinese University of Hong Kong, 2007.Includes bibliographical referen...

Statistical analysis of equity-linked instruments.

January 2005

Mak Nga-sze.Thesis (M.Phil.)--Chinese University of Hong Kong, 2005.Includes bibliographical referen...

Trade balance, exchange rates and Asian financial crisis.

January 1999

Lam Man Ling.Thesis (M.Phil.)--Chinese University of Hong Kong, 1999.Includes bibliographical refere...

Models for major exchange rates: estimation and forecasting.

January 1999

by Hou Ka Chun.Thesis (M.Phil.)--Chinese University of Hong Kong, 1999.Includes bibliographical refe...

A closed-form option pricing model on co-integrated assets with stochastic volatilities.

Abstract

Extracted data

A closed-form option pricing model on co-integrated assets with stochastic volatilities.

Abstract

Extracted data

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