Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/147829
Title: THE DEPENDENCE STRUCTURE OF IMPLIED RISK-NEUTRAL DENSITIES AND THE LIKELIHOOD OF STOCK MARKET DOWNTURNS
Authors: WONG LEANG WEN
Issue Date: 2013
Citation: WONG LEANG WEN (2013). THE DEPENDENCE STRUCTURE OF IMPLIED RISK-NEUTRAL DENSITIES AND THE LIKELIHOOD OF STOCK MARKET DOWNTURNS. ScholarBank@NUS Repository.
URI: http://scholarbank.nus.edu.sg/handle/10635/147829
Appears in Collections:Bachelor's Theses (Restricted)

Show full item record
Files in This Item:
File Description SizeFormatAccess SettingsVersion 
b32597502.pdf4.37 MBAdobe PDF

RESTRICTED

NoneLog In

Page view(s)

2
checked on Oct 4, 2018

Download(s)

2
checked on Oct 4, 2018

Google ScholarTM

Check


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.