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|Title:||Warrant pricing : Singapore experience.||Authors:||Li, Zhi.||Keywords:||DRNTU::Business::Finance::Equity||Issue Date:||1997||Abstract:||With certain modification, a comprehensive theoretical review is conducted on the various valuation and volatility estimation techniques in the first part of the thesis. The entire pricing structure is laid out in detail, where the effect of debt, dividend, changing exercise price and date and multiple exercising choices are considered. The extensions on the asset price dynamic are the major part discussed in this section.||URI:||http://hdl.handle.net/10356/20215||Rights:||NANYANG TECHNOLOGICAL UNIVERSITY||Fulltext Permission:||restricted||Fulltext Availability:||With Fulltext|
|Appears in Collections:||NBS Theses|
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