Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/20215
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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