Please use this identifier to cite or link to this item:
https://hdl.handle.net/10356/20086
Title: | Empirical study of Jump Diffusion warrant pricing model on the Stock Exchange of Singapore. | Authors: | Chiam, Fong Sin. Loh, Yuh Por. Yeo, Poh Seng. |
Keywords: | DRNTU::Business::Finance::Equity | Issue Date: | 1995 | Abstract: | Warrants have become a popular financial instrument for companies raising funds in the local capital markets. When considering investments in warrants, financial analysts and brokers commonly apply a standard call option model to the underlying stock. The pricing of warrants is a natural extension of option pricing models because of the many similarities between call options and warrants. | URI: | http://hdl.handle.net/10356/20086 | Rights: | NANYANG TECHNOLOGICAL UNIVERSITY | Fulltext Permission: | restricted | Fulltext Availability: | With Fulltext |
Appears in Collections: | NBS Theses |
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File | Description | Size | Format | |
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ChiamFongSin.pdf Restricted Access | 9.66 MB | Adobe PDF | View/Open |
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