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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