{"id":{"repo_id":"uiuc","oai_identifier":"oai:www.ideals.illinois.edu:2142/44814"},"canonical_url":"https://search.dev.ndltd.org/etd/uiuc/oai:www.ideals.illinois.edu:2142/44814","repository":{"repo_id":"uiuc","name":"University of Illinois - Urbana-Champaign","base_url":"https://www.ideals.illinois.edu/oai-pmh"},"display":{"title":"Graphical analysis of hard-to-borrow stocks","abstract":"We study the graphical analysis for hard to borrow stocks i.e., stock with some constraints such as short selling. The main purpose of this graphical analysis was to introduce some algorithm for calculating the implied dividend yield curve for hard to borrow stocks using the dynamical programming. Implied dividend curve can be used to analyze the options which are hard to borrow. We used the python as our tool for dealing with the financial data taken from the yahoo finance, since it helps in minimizing the memory usage for the data storage. Our main interest was to work with hard to borrowness for at the money options, but due to unavailability for these events we worked with in the money options since they are more crucial for the puts options. Put options have an early exercise for the American options, so considering the put options for in the money options are more interesting to analyze.","abstract_html":"We study the graphical analysis for hard to borrow stocks i.e., stock with some constraints such as short selling. The main purpose of this graphical analysis was to introduce some algorithm for calculating the implied dividend yield curve for hard to borrow stocks using the dynamical programming. Implied dividend curve can be used to analyze the options which are hard to borrow. We used the python as our tool for dealing with the financial data taken from the yahoo finance, since it helps in minimizing the memory usage for the data storage. Our main interest was to work with hard to borrowness for at the money options, but due to unavailability for these events we worked with in the money options since they are more crucial for the puts options. Put options have an early exercise for the American options, so considering the put options for in the money options are more interesting to analyze.","abstract_has_math":false,"creators":["Nawaz, Tayyab"],"institution":"University of Illinois at Urbana-Champaign","degree_name":"M.S.","degree_level":"Thesis","degree_discipline":"Mathematics","degree_department":null,"school":null,"contributors":["Sowers, Richard B."],"advisors":[],"committee_chairs":[],"committee_members":[],"year":2013,"date_issued":"2013-05-28T19:21:00Z","date_published":"2013-05-28T19:21:00Z","updated_at":"2026-07-22T22:25:34Z","subjects":["hard to borrow stocks","implied dividend yield curve","dynamic programming","American options"],"languages":["en"],"rights":["Copyright 2013 Tayyab Nawaz"],"rights_urls":[],"identifier_entries":[]},"links":{"outbound_url":"http://hdl.handle.net/2142/44814","outbound_label":"Handle","outbound_source":"dc:identifier"},"metadata_groups":[{"id":"people","label":"People","entries":[{"key":"dc:contributor","label":"Contributor","values":["Sowers, Richard B."]},{"key":"dc:creator","label":"Author","values":["Nawaz, Tayyab"]}]},{"id":"academic_context","label":"Academic Context","entries":[{"key":"dc:date","label":"Dc Date","values":["2013-05-28T19:21:00Z","2015-05-28T10:00:40Z","2013-05"]},{"key":"dc:type","label":"Dc Type","values":["text"]},{"key":"thesis:degree_discipline","label":"Discipline","values":["Mathematics"]},{"key":"thesis:degree_level","label":"Degree Level","values":["Thesis"]},{"key":"thesis:degree_name","label":"Degree Name","values":["M.S."]},{"key":"thesis:institution_name","label":"Thesis Institution Name","values":["University of Illinois at Urbana-Champaign"]}]},{"id":"subjects_keywords","label":"Subjects and Keywords","entries":[{"key":"dc:subject","label":"Dc Subject","values":["hard to borrow stocks","implied dividend yield curve","dynamic programming","American options"]}]},{"id":"language_rights","label":"Language and Rights","entries":[{"key":"dc:language","label":"Dc Language","values":["en"]},{"key":"dc:rights","label":"Dc Rights","values":["Copyright 2013 Tayyab Nawaz"]}]},{"id":"identifiers","label":"Identifiers","entries":[{"key":"dc:identifier","label":"Identifier","values":["http://hdl.handle.net/2142/44814"]}]},{"id":"additional","label":"Additional Metadata","entries":[{"key":"dc:description","label":"Description","values":["We study the graphical analysis for hard to borrow stocks i.e., stock with some constraints such as short selling. The main purpose of this graphical analysis was to introduce some algorithm for calculating the implied dividend yield curve for hard to borrow stocks using the dynamical programming. Implied dividend curve can be used to analyze the options which are hard to borrow. We used the python as our tool for dealing with the financial data taken from the yahoo finance, since it helps in minimizing the memory usage for the data storage. Our main interest was to work with hard to borrowness for at the money options, but due to unavailability for these events we worked with in the money options since they are more crucial for the puts options. Put options have an early exercise for the American options, so considering the put options for in the money options are more interesting to analyze.","Item withdrawn by Alexis Thompson (athmpsn1@illinois.edu) on 2013-04-18T19:19:24Z Item was in collections: University of Illinois Theses & Dissertations (ID: 1) No. of bitstreams: 2 Nawaz_Tayyab.pdf: 5008763 bytes, checksum: e294e15aa5a2ac03a0d6e1ed3d338b3d (MD5) Nawaz_Tayyab.pdf: 5008821 bytes, checksum: 694e387a673d664d9a64c28e4d4ba6f9 (MD5)","Made available in DSpace on 2013-05-28T19:21:00Z (GMT). No. of bitstreams: 2 Tayyab_Nawaz.pdf: 4996549 bytes, checksum: a8e279950cd546a6453d8abc0a6f2605 (MD5) license.txt: 4061 bytes, checksum: 9fda5e8f0bfb50eae0b4f0d49588025a (MD5)","Restriction data tranferred 2014-07-01T11:17:22-05:00 Original Data Group with Access Administrator Release Date: 2015-05-28 14:21:22 UTC Reason: Author requested closed access (OA after 2yrs) in Vireo ETD system","Item marked as restricted to the 'Administrator' Group (id=1) by Seth Robbins (srobbins@illinois.edu) on 2013-05-28T19:22:05Z Item is restricted until 2015-05-28T19:21:22Z","Limited Restriction Lifted for Item 44789 on 2015-05-28T10:00:40Z."]},{"key":"dc:title","label":"Title","values":["Graphical analysis of hard-to-borrow stocks"]}]}],"canonical_facts":{"dc:contributor":["Sowers, Richard B."],"dc:creator":["Nawaz, Tayyab"],"dc:date":["2013-05-28T19:21:00Z","2015-05-28T10:00:40Z","2013-05"],"dc:description":["We study the graphical analysis for hard to borrow stocks i.e., stock with some constraints such as short selling. The main purpose of this graphical analysis was to introduce some algorithm for calculating the implied dividend yield curve for hard to borrow stocks using the dynamical programming. Implied dividend curve can be used to analyze the options which are hard to borrow. We used the python as our tool for dealing with the financial data taken from the yahoo finance, since it helps in minimizing the memory usage for the data storage. Our main interest was to work with hard to borrowness for at the money options, but due to unavailability for these events we worked with in the money options since they are more crucial for the puts options. Put options have an early exercise for the American options, so considering the put options for in the money options are more interesting to analyze.","Item withdrawn by Alexis Thompson (athmpsn1@illinois.edu) on 2013-04-18T19:19:24Z Item was in collections: University of Illinois Theses & Dissertations (ID: 1) No. of bitstreams: 2 Nawaz_Tayyab.pdf: 5008763 bytes, checksum: e294e15aa5a2ac03a0d6e1ed3d338b3d (MD5) Nawaz_Tayyab.pdf: 5008821 bytes, checksum: 694e387a673d664d9a64c28e4d4ba6f9 (MD5)","Made available in DSpace on 2013-05-28T19:21:00Z (GMT). No. of bitstreams: 2 Tayyab_Nawaz.pdf: 4996549 bytes, checksum: a8e279950cd546a6453d8abc0a6f2605 (MD5) license.txt: 4061 bytes, checksum: 9fda5e8f0bfb50eae0b4f0d49588025a (MD5)","Restriction data tranferred 2014-07-01T11:17:22-05:00 Original Data Group with Access Administrator Release Date: 2015-05-28 14:21:22 UTC Reason: Author requested closed access (OA after 2yrs) in Vireo ETD system","Item marked as restricted to the 'Administrator' Group (id=1) by Seth Robbins (srobbins@illinois.edu) on 2013-05-28T19:22:05Z Item is restricted until 2015-05-28T19:21:22Z","Limited Restriction Lifted for Item 44789 on 2015-05-28T10:00:40Z."],"dc:identifier":["http://hdl.handle.net/2142/44814"],"dc:language":["en"],"dc:rights":["Copyright 2013 Tayyab Nawaz"],"dc:subject":["hard to borrow stocks","implied dividend yield curve","dynamic programming","American options"],"dc:title":["Graphical analysis of hard-to-borrow stocks"],"dc:type":["text"],"thesis:degree_discipline":["Mathematics"],"thesis:degree_level":["Thesis"],"thesis:degree_name":["M.S."],"thesis:institution_name":["University of Illinois at Urbana-Champaign"]},"updated_at":"2026-07-22T22:25:34Z"}