Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/20086
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dc.contributor.authorChiam, Fong Sin.en_US
dc.contributor.authorLoh, Yuh Por.en_US
dc.contributor.authorYeo, Poh Seng.en_US
dc.date.accessioned2009-12-14T08:16:24Z-
dc.date.available2009-12-14T08:16:24Z-
dc.date.copyright1995en_US
dc.date.issued1995-
dc.identifier.urihttp://hdl.handle.net/10356/20086-
dc.description.abstractWarrants 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.en_US
dc.format.extent76 p.en_US
dc.language.isoen-
dc.rightsNANYANG TECHNOLOGICAL UNIVERSITYen_US
dc.subjectDRNTU::Business::Finance::Equity-
dc.titleEmpirical study of Jump Diffusion warrant pricing model on the Stock Exchange of Singapore.en_US
dc.typeThesisen_US
dc.contributor.supervisorLau, Sie Tingen_US
dc.contributor.schoolCollege of Business (Nanyang Business School)en_US
dc.description.degreeMaster of Business Administration (Banking & Finance)en_US
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