Empirical study of Jump Diffusion warrant pricing model on the Stock Exchange of Singapore.

Warrants 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 o...

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Bibliographic Details
Main Authors:	Chiam, Fong Sin., Loh, Yuh Por., Yeo, Poh Seng.
Other Authors:	Lau, Sie Ting
Format:	Theses and Dissertations
Language:	English
Published:	2009
Subjects:	DRNTU::Business::Finance::Equity
Online Access:	http://hdl.handle.net/10356/20086
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Institution:	Nanyang Technological University
Language:	English

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spelling	sg-ntu-dr.10356-200862024-01-12T10:33:02Z Empirical study of Jump Diffusion warrant pricing model on the Stock Exchange of Singapore. Chiam, Fong Sin. Loh, Yuh Por. Yeo, Poh Seng. Lau, Sie Ting Nanyang Business School DRNTU::Business::Finance::Equity Warrants 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. Master of Business Administration (Banking & Finance) 2009-12-14T08:16:24Z 2009-12-14T08:16:24Z 1995 1995 Thesis http://hdl.handle.net/10356/20086 en NANYANG TECHNOLOGICAL UNIVERSITY 76 p. application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
language	English
topic	DRNTU::Business::Finance::Equity
spellingShingle	DRNTU::Business::Finance::Equity Chiam, Fong Sin. Loh, Yuh Por. Yeo, Poh Seng. Empirical study of Jump Diffusion warrant pricing model on the Stock Exchange of Singapore.
description	Warrants 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.
author2	Lau, Sie Ting
author_facet	Lau, Sie Ting Chiam, Fong Sin. Loh, Yuh Por. Yeo, Poh Seng.
format	Theses and Dissertations
author	Chiam, Fong Sin. Loh, Yuh Por. Yeo, Poh Seng.
author_sort	Chiam, Fong Sin.
title	Empirical study of Jump Diffusion warrant pricing model on the Stock Exchange of Singapore.
title_short	Empirical study of Jump Diffusion warrant pricing model on the Stock Exchange of Singapore.
title_full	Empirical study of Jump Diffusion warrant pricing model on the Stock Exchange of Singapore.
title_fullStr	Empirical study of Jump Diffusion warrant pricing model on the Stock Exchange of Singapore.
title_full_unstemmed	Empirical study of Jump Diffusion warrant pricing model on the Stock Exchange of Singapore.
title_sort	empirical study of jump diffusion warrant pricing model on the stock exchange of singapore.
publishDate	2009
url	http://hdl.handle.net/10356/20086
_version_	1789483225702203392

Empirical study of Jump Diffusion warrant pricing model on the Stock Exchange of Singapore.

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