Recent content by kxchan

Hi guys, do you know any website that provide a list of European style options? Tried OIC but there isn't much info provided. Other than major index options that are European styles, any other list of options that are European too?

Hi All, do you have any recommended research papers that analyze the reasons of put-call parity violations such as information risk, transaction costs, liquidity, or any other possible reasons? I have found a few papers but still researching for better one. Please help :)

I am trying to investigate 2 things. Firstly, you got it absolutely right, which is the various market effects that occur as we are moving towards expiration. Secondly, the effect on put/call parity or other valuation methods for various periods until the expiration.

I mean the tendency of the underlying assets to violate the put-call parity when the options are close to expiry date

Is it true that it is almost generally reasonable to exercise the options close to or at the expiration date? If this is the case, the underlying stock price will tend to cluster, won't it? What is the rationale behind this phenomenon?

Hi All, Any good books to recommend to starter regarding introduction to options, options theories, options mispricing, options trading?

Any suggestions on the possibility to quantify the mean-reversion behaviour? there are quite a few ways to do this but any idea which method can present the topics well?

what questions will you ask with regard to that topics?

Hi All, Do you have any ideas on what can be researched for the topic as follows: The mean reversion behavior of implied volatility time series, as observed from forex option prices Look forward to all the advice!

Anyone has any other advice or suggestions? :)

Hi Morse, you've been a great help. I shall do some research about it first before I discuss the topics with my professor. Thank you!

Thank you rmorse for you suggestion, but pardon me for not catching what you mentioned. Could elaborate more?

Thank you Shakone! Anymore anyone? :)

Hi Guys, I am currently searching for dissertation topics. My prof has indicated that he is interested in topics related to option mispricing or limits to arbitrage. Do you guys have any recommendations? Any interesting or current phenomenon in the financial markets related to the above topics...