Please use this identifier to cite or link to this item:
https://scholarbank.nus.edu.sg/handle/10635/147829
| DC Field | Value | |
|---|---|---|
| dc.title | THE DEPENDENCE STRUCTURE OF IMPLIED RISK-NEUTRAL DENSITIES AND THE LIKELIHOOD OF STOCK MARKET DOWNTURNS | |
| dc.contributor.author | WONG LEANG WEN | |
| dc.date.accessioned | 2018-09-28T02:37:04Z | |
| dc.date.available | 2018-09-28T02:37:04Z | |
| dc.date.issued | 2013 | |
| dc.identifier.citation | WONG LEANG WEN (2013). THE DEPENDENCE STRUCTURE OF IMPLIED RISK-NEUTRAL DENSITIES AND THE LIKELIHOOD OF STOCK MARKET DOWNTURNS. ScholarBank@NUS Repository. | |
| dc.identifier.uri | http://scholarbank.nus.edu.sg/handle/10635/147829 | |
| dc.type | Thesis | |
| dc.contributor.department | NUS Business School | |
| dc.description.degree | Bachelor's | |
| dc.description.degreeconferred | BACHELOR OF BUSINESS ADMINISTRATION WITH HONOURS | |
| Appears in Collections: | Bachelor's Theses | |
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| File | Description | Size | Format | Access Settings | Version | |
|---|---|---|---|---|---|---|
| b32597502.pdf | 4.37 MB | Adobe PDF | RESTRICTED | None | Log In |
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