Pricing Nikkei index put warrants under fixed and floating exchange rate.

• Main Authors: Solihin, Norman., Ryanto, Rudy.
• Other Authors: Ng, Kah Hwa
• Format: Theses and Dissertations
• Language: English
• Published: 2009
• Subjects: DRNTU::Business::Finance::Equity; DRNTU::Business::Finance::Foreign exchange
• Online Access: http://hdl.handle.net/10356/20063
• Institution: Nanyang Technological University

The Nikkei Index Put Warrants enable U.S. investors to hedge or speculate on the movements of the Japanese stock market. Understanding the pricing behavior of these derivative securities provides the U.S. investors and issuers with valuable information to assess potential benefits and costs. The ear...