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

• المؤلفون الرئيسيون: Solihin, Norman., Ryanto, Rudy.
• مؤلفون آخرون: Ng, Kah Hwa
• التنسيق: Theses and Dissertations
• اللغة: English
• منشور في: 2009
• الموضوعات: DRNTU::Business::Finance::Equity; DRNTU::Business::Finance::Foreign exchange
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/20063
• المؤسسة: 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...